Arbitrage pricing of defaultable game options with applications to convertible bonds

By Tomasz R. Bielecki, St'ephane Cr'epey, Monique Jeanblanc, Marek Rutkowski. 2008

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c93dd88f22f0a02c1485d95679c1b921c693c274

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. St'ephane Cr'epey

In Finance

1. St'ephane Cr'epey
2. Damiano Brigo

Citations in the corpus

• About the Pricing Equations in Finance (2011, background): “See [15] for a more detailed description of covenants of convertible bonds, with further important real-life features such as discrete coupons or call protection.”