A binomial-tree model for convertible bond pricing

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

doi:10.3905/jfi.2012.22.3.079

A binomial-tree model for convertible bond pricing

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

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Original language	English
Pages (from-to)	79-94
Number of pages	16
Journal	Journal of Fixed Income
Volume	22
Issue number	3
DOIs	https://doi.org/10.3905/jfi.2012.22.3.079
State	Published - Dec 2012

Access to Document

10.3905/jfi.2012.22.3.079

Cite this

@article{0e5363c177c34aab9d2b9299e25a1cac,

title = "A binomial-tree model for convertible bond pricing",

author = "Krasimir Milanov and Ognyan Kounchev and Fabozzi, {Frank J.} and Kim, {Young Shin} and Rachev, {Svetlozar T.}",

year = "2012",

month = dec,

doi = "10.3905/jfi.2012.22.3.079",

language = "English",

volume = "22",

pages = "79--94",

journal = "Journal of Fixed Income",

issn = "1059-8596",

number = "3",

}

TY - JOUR

T1 - A binomial-tree model for convertible bond pricing

AU - Milanov, Krasimir

AU - Kounchev, Ognyan

AU - Fabozzi, Frank J.

AU - Kim, Young Shin

AU - Rachev, Svetlozar T.

PY - 2012/12

Y1 - 2012/12

UR - http://www.scopus.com/inward/record.url?scp=84873932397&partnerID=8YFLogxK

U2 - 10.3905/jfi.2012.22.3.079

DO - 10.3905/jfi.2012.22.3.079

M3 - Article

AN - SCOPUS:84873932397

SN - 1059-8596

VL - 22

SP - 79

EP - 94

JO - Journal of Fixed Income

JF - Journal of Fixed Income

IS - 3

ER -

A binomial-tree model for convertible bond pricing

Access to Document

Other files and links

Fingerprint

Cite this