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Pricing Convertible Bonds Based on a Multi-Stage Compound-Option Model

Physica A: Statistical Mechanics and its Applications - Netherlands
doi 10.1016/j.physa.2006.02.035
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Abstract

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Categories
StatisticsCondensed Matter PhysicsProbability
Date

July 1, 2006

Authors
Pu GongZhiwei HeSong-Ping Zhu
Publisher

Elsevier BV


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