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LYON Taming

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Author Info
 McConnell, John J
Schwartz, Eduardo S
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 41 (1986)
Issue (Month): 3 (July)
Pages: 561-76
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Handle: RePEc:bla:jfinan:v:41:y:1986:i:3:p:561-76

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  1. Yoram Landskroner & Alon Raviv, 2004. "The Valuation of Inflation-Indexed and FX Convertible Bonds," Finance 0401005, EconWPA. [Downloadable!]
  2. Manuel Ammann & Axel Kind & Christian Wilde, 2005. "Simulation-Based Pricing of Convertible Bonds," Finance 0507015, EconWPA. [Downloadable!]
    Other versions:
  3. Zhou, Qi-Yuan & Wu, Chong-Feng & Feng, Yun, 2007. "Decomposing and valuing callable convertible bonds: a new method based on exotic options," MPRA Paper 7421, University Library of Munich, Germany. [Downloadable!]
  4. Francisco Javier Fernandez, 2002. "Pricing LYONs under Stochastic Interest Rates," Working Papers Economia wp02-17, Instituto de Empresa, Area of Economic Environment. [Downloadable!]
  5. Akihiko Takahashi & Takao Kobayashi & Naruhisa Nakagawa, 2001. "Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach," CIRJE F-Series CIRJE-F-140, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  6. Brian A. Eales & Radu Tunaru, 2004. "Financial Engineering with Reverse Cliquet Options," Money Macro and Finance (MMF) Research Group Conference 2004 81, Money Macro and Finance Research Group. [Downloadable!]
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