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Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Harry Zheng

Conference Paper Issue Date2016-07-19 View17
Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Zheng, Harry

Conference Paper Issue Date2016-07-04 View21
Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes File

Choe, Geon Ho , Jang, Hyun Jin , Na, Young Hoon

Article Issue Date2019-05 View30
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