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Pricing convertible bonds

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0 Published in 2018 at "Journal of Banking and Finance"

DOI: 10.1016/j.jbankfin.2018.05.006

Abstract: Convertible bonds are an important segment of the corporate bond market although their pricing is compromised by the presence of complex option features and difficulty in measuring the risk factors needed as inputs to standard… read more here.

Keywords: pricing convertible; convertible bonds; finance;