Liao, P.K., Zhang, W.G., Xie, B.S. and Zhang, X.L. (2012) Pricing Convertible Bonds with Dilution Effect and Debt Leverage. Systems Engineering, 30, 50-64. (In Chinese)
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.