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Marida, B., Vittorio, M. and Costanza, T. (2015) The Pricing of Convertible Bonds in the Presence of Structured Conversion Clauses: The Case of Cashes. International Journal of Financial Engineering and Risk Management, 2.

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.