Optimal policies of call with notice period requirement
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 12 (2005)
Issue (Month): 4 (December)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
American warrants; Convertible bonds; Call policies; Conversion policies; Notice period requirement;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Brennan, M J & Schwartz, Eduardo S, 1977. "Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion," Journal of Finance, American Finance Association, American Finance Association, vol. 32(5), pages 1699-1715, December.
- Ingersoll, Jonathan Jr., 1977. "A contingent-claims valuation of convertible securities," Journal of Financial Economics, Elsevier, Elsevier, vol. 4(3), pages 289-321, May.
- Asquith, Paul, 1995. " Convertible Bonds Are Not Called Late," Journal of Finance, American Finance Association, American Finance Association, vol. 50(4), pages 1275-89, September.
- Ingersoll, Jonathan E, Jr, 1977. "An Examination of Corporate Call Policies on Convertible Securities," Journal of Finance, American Finance Association, American Finance Association, vol. 32(2), pages 463-78, May.
- Altintig, Z. Ayca & Butler, Alexander W., 2005. "Are they still called late? The effect of notice period on calls of convertible bonds," Journal of Corporate Finance, Elsevier, Elsevier, vol. 11(1-2), pages 337-350, March.
- Ali Bora Yiǧitbaşioǧlu & Carol Alexander, 2006. "Pricing And Hedging Convertible Bonds: Delayed Calls And Uncertain Volatility," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 415-453.
- Dai, Min & Kwok, Yue Kuen & You, Hong, 2007. "Intensity-based framework and penalty formulation of optimal stopping problems," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(12), pages 3860-3880, December.
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