![PDF] Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity. | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/3c123fa5ab89fbe39099bdb35402c3e5a02600e3/37-Figure3-1.png "PDF] Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity. | Semantic Scholar")
PDF] Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity. | Semantic Scholar
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![PDF] Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity. | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/3c123fa5ab89fbe39099bdb35402c3e5a02600e3/55-Figure11-1.png "PDF] Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity. | Semantic Scholar")
PDF] Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity. | Semantic Scholar
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