A binomial-tree model for convertible bond pricing

Krasimir Milanov; Ognyan Kounchev; Frank J. Fabozzi; Young Shin Kim; Svetlozar T. Rachev

doi:10.3905/jfi.2012.22.3.079

A binomial-tree model for convertible bond pricing

Krasimir Milanov
, Ognyan Kounchev
, Frank J. Fabozzi
, Young Shin Kim
, Svetlozar T. Rachev

Dean's Office, College of Business

Stony Brook University

Bulgarian Academy of Sciences
FinAnalytica Inc.
University of Bonn
EDHEC Business School
Stony Brook University

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Original language	English
Pages (from-to)	79-94
Number of pages	16
Journal	Journal of Fixed Income
Volume	22
Issue number	3
DOIs	https://doi.org/10.3905/jfi.2012.22.3.079
State	Published - Dec 2012

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title = "A binomial-tree model for convertible bond pricing",

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AU - Milanov, Krasimir

AU - Kounchev, Ognyan

AU - Fabozzi, Frank J.

AU - Kim, Young Shin

AU - Rachev, Svetlozar T.

PY - 2012/12

Y1 - 2012/12

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DO - 10.3905/jfi.2012.22.3.079

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SN - 1059-8596

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EP - 94

JO - Journal of Fixed Income

JF - Journal of Fixed Income

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A binomial-tree model for convertible bond pricing

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