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Pricing CoCos with a Market Tr...
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Option pricing theory
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Close form pricing formulas for Coupon Cancellable CoCos
Corcuera, José Manuel
;
De Spiegeleer, Jan
;
Barbachan, …
- In:
Journal of banking & finance
42
(
2014
),
pp. 339-351
Persistent link: https://www.econbiz.de/10010408370
Saved in:
2
Special issue on Barcelona workshop on mathematical finance
Corcuera, José Manuel
(
ed.
);
Schoutens, Wim
(
ed.
); …
-
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
-
2018
Persistent link: https://www.econbiz.de/10011894050
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