A binomial-tree model for convertible bond pricing

Krasimir Milanov, Ognyan Kounchev, Frank J. Fabozzi, Young Shin Kim, Svetlozar T. Rachev

Research output: Contribution to journalArticlepeer-review

4 Scopus citations
Original languageEnglish
Pages (from-to)79-94
Number of pages16
JournalJournal of Fixed Income
Volume22
Issue number3
DOIs
StatePublished - Dec 2012

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