Pricing of contingent convertibles under smile conform models

José Manuel Corcuera; Jan De Spiegeleer; Albert Ferreiro-Castilla; Andreas E. Kyprianou; Dilip B. Maden

Year of publication:	2013
Authors:	Corcuera, José Manuel ; De Spiegeleer, Jan ; Ferreiro-Castilla, Albert ; Kyprianou, Andreas E. ; Maden, Dilip B.
Published in:	The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 9.2013, 3, p. 121-140
Subject:	Coco-Bond \| Bank \| Wandelanleihe \| Convertible bond \| Bewertung \| Evaluation \| Stochastischer Prozess \| Stochastic process

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