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Pricing convertible bonds based on a multi-stage compound-option model

Journal Article


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Abstract


Authors


  •   Gong, Pu (external author)
  •   Dr Zhiwei He, Zhiwei (external author)
  •   Zhu , Song-Ping

Publication Date


  • 2006

Citation


  • Gong, P., He, Z. & Zhu, S. (2006). Pricing convertible bonds based on a multi-stage compound-option model. Physica A: Statistical Mechanics and its Applications, 366 (July), 449-462.

Scopus Eid


  • 2-s2.0-33646176550

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=1448&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/449

Has Global Citation Frequency


Number Of Pages


  • 13

Start Page


  • 449

End Page


  • 462

Volume


  • 366

Issue


  • July

Abstract


Authors


  •   Gong, Pu (external author)
  •   Dr Zhiwei He, Zhiwei (external author)
  •   Zhu , Song-Ping

Publication Date


  • 2006

Citation


  • Gong, P., He, Z. & Zhu, S. (2006). Pricing convertible bonds based on a multi-stage compound-option model. Physica A: Statistical Mechanics and its Applications, 366 (July), 449-462.

Scopus Eid


  • 2-s2.0-33646176550

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=1448&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/449

Has Global Citation Frequency


Number Of Pages


  • 13

Start Page


  • 449

End Page


  • 462

Volume


  • 366

Issue


  • July