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Simulation-based pricing of convertible bonds

, , and . Journal of Empirical Finance, 15 (2): 310--331 (March 2008)

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Other publications of authors with the same name

Are convertible bonds underpriced?: An analysis of the French market, , and . Journal of Banking & Finance, 27 (4): 635--653 (April 2003)Simulation-based pricing of convertible bonds, , and . Journal of Empirical Finance, 15 (2): 310--331 (March 2008)International stock-bond correlations in a simple affine asset pricing model, and . Journal of Banking & Finance, 30 (10): 2747--2765 (October 2006)