Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes (Q1726915)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes |
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Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes (English)
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20 February 2019
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CoCos
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dynamic capital-ratio model
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dynamic debt-equity model
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trigger time
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