Pricing and hedging convertible bonds: delayed calls and uncertain volatilityYiğitsbaşioğlu, A. B. and Alexander, C. (2006) Pricing and hedging convertible bonds: delayed calls and uncertain volatility. International Journal of Theoretical and Applied Finance, 9 (3). pp. 415-453. ISSN 1793-6322 Full text not archived in this repository. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. To link to this item DOI: 10.1142/S0219024906003573
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