A contingent-claims valuation of convertible securities
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 4 (1977)
Issue (Month): 3 (May)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Loncarski, I. & Horst, J.R. ter & Veld, C.H., 2006. "The Convertible Arbitrage Strategy Analyzed," Discussion Paper 2006-98, Tilburg University, Center for Economic Research.
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