Perpetual convertible bonds in jump-diffusion models
Gapeev, Pavel V.
; and Kühn, C.
(2005)
Perpetual convertible bonds in jump-diffusion models
Statistics and Decisions, 23 (1).
pp. 15-31.
ISSN 0721-2631
| Item Type | Article |
|---|---|
| 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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