Convertible Bond Underpricing: Renegotiable Covenants, Seasoning, and Convergence

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

1974 • 10,570 citations

Theory of rational option pricing

2005 • 7,870 citations

Modeling Term Structures of Defaultable Bonds

1999 • 2,575 citations

Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation

1984 • 722 citations

Analyzing Convertible Bonds

1980 • 569 citations

Impulse Control and Quasi-Variational Inequalities

1984 • 512 citations

A contingent-claims valuation of convertible securities

1977 • 499 citations

CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

1977 • 470 citations

Debt Valuation, Renegotiation, and Optimal Dividend Policy

2000 • 458 citations

AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES

1977 • 252 citations

Valuing Convertible Bonds with Credit Risk

1998 • 222 citations

Pricing Warrants: An Empirical Study of the Black‐Scholes Model and Its Alternatives

1990 • 127 citations

The valuation of floating-rate instruments

1986 • 123 citations

Are convertible bonds underpriced? An analysis of the French market

2003 • 108 citations

Pricing Convertible Bonds with Default Risk

2001 • 94 citations

LYON Taming

1986 • 86 citations

CONVERTIBLE BOND VALUATION: AN EMPIRICAL TEST

1986 • 54 citations

The pricing of convertible debt offerings

1996 • 48 citations

Valuing Convertible Bonds under the Assumption of Stochastic Interest Rates: An Empirical Investigation

1996 • 44 citations

Convertible Bond Prices and Inherent Biases

2003 • 43 citations

Pricing Convertible Bonds

1998 • 39 citations

Convertible bond pricing : theory and evidence

1997 • 15 citations

Defaults of Original Issue High‐Yield Convertible Bonds

1993 • 12 citations

Default and Recovery Rates of Convertible Bond Issuers: 1970-2000

2001 • 5 citations