The use and pricing of convertible bonds
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References listed on IDEAS
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- Barone-Adesi, Giovanni & Bermudez, Ana & Hatgioannides, John, 2003. "Two-factor convertible bonds valuation using the method of characteristics/finite elements," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1801-1831, August.
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Keywordsrisky/risk-free assets; call and put features; debt pricing; convertible debt; adverse selection; moral hazard;
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