A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK
COONJOBEHARRY, RADHA KRISHN, TANGMAN, DÉSIRÉ YANNICK, BHURUTH, MUDDUNVolume:
19
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024916500461
Date:
September, 2016
File:
PDF, 616 KB
english, 2016