Work

Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1113385

Authors: Pavlo Kovalov, Vadim Linetsky

Institution: Northwestern University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1778020103

Cites: 54

Cited by: 23

Related to: 10