Convertible bonds in a defaultable diffusion model
DOI10.1007/978-3-0348-0097-6_16zbMATH Open1246.91142OpenAlexW149123976MaRDI QIDQ2909987FDOQ2909987
Authors: Tomasz R. Bielecki, Stéphane Crépey, Marek Rutkowski, Monique Jeanblanc 
Publication date: 7 September 2012
Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.219.7384
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