Arbitrage pricing of defaultable game options with applications to convertible bonds
Bielecki, Tomasz R., Crépey, Stéphane, Jeanblanc, Monique, Rutkowski, MarekVolume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680701401083
Date:
December, 2008
File:
PDF, 261 KB
english, 2008