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Valuing convertible bonds and the option to exchange bonds for stock. (2015). Finnerty, John D..
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:31:y:2015:i:c:p:91-115.

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Cited: 9

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Cites: 51

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  1. Intermediary frictions and convertible bond pricing. (2024). Yang, Antti ; Verwijmeren, Patrick ; Grundy, Bruce D.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000135.

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  2. Valuing options to renew at future market value: the case of commercial property leases. (2023). Pretorius, Frederik ; Shen, Jianfu ; Wang, Jenny Jing.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00479-1.

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  3. Analyzing interactive call, default, and conversion policies for corporate bonds. (2022). Chang, Haohan ; Zhou, Lei ; Dai, TianShyr ; Liu, Liangchih.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1597-1638.

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  4. A stochastic?volatility equity?price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first?passage default model. (2022). Wang, Jryan ; Dai, TianShyr ; Fan, Chenchiang ; Liu, Liangchih.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2103-2134.

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  5. Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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  6. Real options, risk aversion and markets: A corporate finance perspective. (2022). Ewald, Christian-Oliver ; Taub, Bart.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000074.

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  7. Financial Behaviour in a Mandatory Conversion Process: Empirical Evidence from Colombia. (2021). Villa-Garca, Ramn ; Acosta-Garca, Maria Isabel ; Gonzlez-Ruiz, Juan David.
    In: Global Business Review.
    RePEc:sae:globus:v:22:y:2021:i:1:p:69-84.

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  8. Convertible bond valuation with regime switching. (2021). Jang, Bong-Gyu ; Kim, Byung-June.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005555.

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  9. Valuing resettable convertible bonds: Based on path decomposing. (2016). Huang, Bing-Hua ; Feng, Yun .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:19:y:2016:i:c:p:279-290.

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