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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

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Identification Number: 10.1524/stnd.2005.23.1.15
Item Type: Article
Official URL: http://www.atypon-link.com/OLD/loi/stnd
Additional Information: © 2005 Oldenbourg
Divisions: Mathematics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 29 Jan 2008
Last Modified: 15 Sep 2023 13:12
URI: http://eprints.lse.ac.uk/id/eprint/3220

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