Are Convertible Bonds Underpriced?: An Analysis of the French Market

Journal of Banking and Finance

Volumn 27, Issue 4, 2003, Pages 635-653

  Ammann, Manuel ^a   Kind, Axel ^b   Wilde, Christian ^c  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

^b Columbia University ^*  (United States)

^c NEW YORK UNIVERSITY   (United States)

Author keywords

Binomial tree; Convertible bonds; Derivatives; French market; Pricing

Indexed keywords

EID: 0037375242     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00256-4     Document Type: Review

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