Contingent Capital with a Capital-Ratio Trigger
Year of publication: |
2012
|
---|---|
Authors: | Glasserman, Paul ; Nouri, Behzad |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 58.2012, 10, p. 1816-1833
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | probability | diffusion | stochastic model applications | finance | asset pricing |
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