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Li, N.Y. and Chen, Y.B. (2011) Trinomial Tree with Default Risk and Its Applications in Pricing Convertible Bonds. Management Review, 23, 26-31.

has been cited by the following article:

• TITLE: The Pricing of Convertible Bonds with a Call Provision

  AUTHORS: Bin Zhang, Dianli Zhao

  KEYWORDS: Convertible Bonds, Call Provision, B-S Formula

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.4 No.6, June 29, 2016

  ABSTRACT: This paper deals with the pricing of convertible bond with call provision based on the traditional B-S formula. By applying the principle of no arbitrage, the partial differential equation for the bond is established with identified boundary conditions, which solution results in the closed form of the pricing formula.