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Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
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A reduced-form contingent convertible bond model with deterministic conversion intensity
Cheridito, Patrick
;
Xu, Zhikai
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011298892
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