"Pricing Convertible Bond with Call Clause in Exponential Variance Gamma Model."

Jinping Yu et al. (2009)

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DOI: 10.1109/BIFE.2009.156

access: closed

type: Conference or Workshop Paper

metadata version: 2023-06-13

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Jinping Yu, Xiaofeng Yang, Shenghong Li, Xiaohu Yang:
Pricing Convertible Bond with Call Clause in Exponential Variance Gamma Model. BIFE 2009: 668-672

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