Pricing contingent convertibles with idiosyncratic risk (Q6053640): Difference between revisions

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Latest revision as of 18:00, 30 December 2024

scientific article; zbMATH DE number 7753501
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English
Pricing contingent convertibles with idiosyncratic risk
scientific article; zbMATH DE number 7753501

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    Pricing contingent convertibles with idiosyncratic risk (English)
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    23 October 2023
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    capital structure
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    CoCos
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    conversion ratio
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    risk-shifting
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    utility-based pricing
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