Contingent Convertible Obligations and Financial Stability
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Publication:5886362
DOI10.1137/22M1498954OpenAlexW3124109704MaRDI QIDQ5886362
Publication date: 31 March 2023
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.01037
Derivative securities (option pricing, hedging, etc.) (91G20) Financial networks (including contagion, systemic risk, regulation) (91G45)
Cites Work
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- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments
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