Pages that link to "Item:Q2909987"
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The following pages link to Convertible Bonds in a Defaultable Diffusion Model (Q2909987):
Displaying 14 items.
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050) (← links)
- DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
- Adverse Selection and Convertible Bonds (Q3012093) (← links)
- Defaultable bonds with an infinite number of Lévy factors (Q3066637) (← links)
- (Q3073387) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS (Q5038208) (← links)
- Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach (Q5139479) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING (Q5175221) (← links)
- (Q5456206) (← links)