Perpetual convertible bonds with credit risk
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Publication:3549304
DOI10.1080/17442500802263888zbMath1165.62076MaRDI QIDQ3549304
Christoph Kühn, Kees van Schaik
Publication date: 22 December 2008
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500802263888
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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