Convertible bonds are an important segment of the corporate bond market, however, as
hybrid instruments, convertible bonds are difficult to value because they depend on …

In this paper, the pricing problem for the American-style convertible bonds with the Heston
stochastic volatility and that with the Cox–Ingersoll–Ross (CIR) stochastic interest rate are …

In this paper, the pricing problem of callable–puttable convertible bonds written on a single
underlying asset is studied with an integral equation (IE) approach. The complication of the …

In this paper, the pricing of an American-style down-and-out call option with debates is
explored under the Black–Scholes model. This is a complex problem due to the combination …

This thesis proposes a methodology for dealing with nonlinear financial derivative models
using the finite element method (FEM). Financial engineering solutions are in high demand …

In this paper, the fair price of an American-style resettable convertible bond (CB) under the
Black–Scholes model with a particular reset clause is calculated. This is a challenging …

This paper studies the timings of interactive call and conversion decisions made by bond
issuers and holders, respectively, due to the presence of different embedded options. We …

Artificial satellites are widely used in different areas such as communication, position
systems, and agriculture. The number of satellites orbiting Earth is becoming huge, and …

The effectiveness of prefabricated vertical drains (PVDs) in enhancing the stability of soft
soils during cyclic loading was investigated using triaxial cyclic loading tests. Both …

Convertible bonds are popular financial instruments by which firms raise capital. Owing to
the various features of such bonds, especially the early-exercise call, put, and conversion …