Song, B., Lin, Z.F., Liu, L.L. and Zhang, B.J. (2013) Pricing Model of Callable Convertible Bond Based on Option Game. Journal of Systems & Management, 22, 758-767. (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.