Perpetual convertible bonds in jump-diffusion models
Gapeev, P. V.
& Kühn, C.
(2005).
Perpetual convertible bonds in jump-diffusion models.
Statistics and Decisions,
23(1), 15-31.
https://doi.org/10.1524/stnd.2005.23.1.15
| Item Type | Article |
|---|---|
| Copyright holders | © 2005 Oldenbourg |
| Departments | LSE > Academic Departments > Mathematics |
| DOI | 10.1524/stnd.2005.23.1.15 |
| Date Deposited | 29 Jan 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/3220 |
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