Pricing Options on Defaultable Stocks*
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504860701798283
Reference12 articles.
1. Valuation of Convertible Bonds With Credit Risk
2. Point Processes and Queues
3. A jump to default extended CEV model: an application of Bessel processes
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4. Analysis of Systematic Risks in Multi-Name Credit and Equity Markets;SSRN Electronic Journal;2013
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