A Modified Reduced-Form Model with Time-Varying Default and...

A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible Bonds

Wang, Jr-Yan, Dai, Tian-Shyr
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Volume:
24
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2017.24.4.052
Date:
May, 2017
File:
PDF, 3.63 MB
english, 2017
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