Contingent capital conversion under dual asset and equity jump-diffusions
Siamak Javadi, Weiping Li, Ali Nejadmalayeri
| Year of publication: |
2023
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|---|---|
| Authors: | Javadi, Siamak ; Li, Weiping ; Nejadmalayeri, Ali |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-12
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| Subject: | Banking | Contingent capital | Conversion policy | Fixed income | Jumps | Market Trigger | Multiple equilibria | Risky bonds | Anleihe | Bond | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Wandelanleihe | Convertible bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102798 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014467075