CoCos with Extension Risk. A Structural Approach
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Publication:2956065
DOI10.1007/978-3-319-25826-3_21zbMath1354.91147MaRDI QIDQ2956065
José Fajardo, José Manuel Corcuera, Arturo Valdivia, Wim Schoutens
Publication date: 16 January 2017
Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-25826-3_21
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
91G50: Corporate finance (dividends, real options, etc.)
Cites Work