Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/38810
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dc.contributor.authorHuang, Haishien_US
dc.date.accessioned2010-05-06en_US
dc.date.accessioned2010-08-17T12:28:22Z-
dc.date.available2010-08-17T12:28:22Z-
dc.date.issued2010en_US
dc.identifier.urihttp://hdl.handle.net/10419/38810-
dc.description.abstractWithin a default intensity approach we discuss the optimal exercise of the callable and convertible bonds. Pricing bounds for convertible bonds are derived in an uncertain volatility model, i.e. when the volatility of the stock price process lies between two extreme values.en_US
dc.language.isoengen_US
dc.publisher|aGraduate School of Economics |cBonnen_US
dc.relation.ispartofseries|aBonn econ discussion papers |x2010,9en_US
dc.subject.ddc330en_US
dc.subject.stwWandelanleiheen_US
dc.subject.stwWertpapieranalyseen_US
dc.subject.stwUnternehmenswerten_US
dc.subject.stwBörsenkursen_US
dc.subject.stwVolatilitäten_US
dc.subject.stwKreditrisikoen_US
dc.subject.stwStochastischer Prozessen_US
dc.subject.stwTheorieen_US
dc.titleConvertible bonds: Default risk and uncertain volatilityen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn625506782en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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