Simulating convertible bond arbitrage portfolios

Applied Financial Economics

Volumn 18, Issue 15, 2008, Pages 1247-1262

  Hutchinson, Mark ^a   Gallagher, Liam ^b  

^a UNIVERSITY COLLEGE CORK   (Ireland)

^b DUBLIN CITY UNIVERSITY   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

MODELING; PRICE DYNAMICS; STOCK MARKET;

EID: 48249154624     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100701604217     Document Type: Article

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