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Pricing a Defaultable Convertible Bond by Simulation
Keehwan Park, Mookwon Jung, Sangki Lee
Korean J Financ Stud. 2017;46(4):947-965. Published online 2017 Sep 30 DOI: https://doi.org/10.26845/KJFS.2017.09.46.4.947
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Citations to this article as recorded by
 Pricing Chinese Convertible Bonds with Default Intensity by Monte Carlo Method
Xin Luo, Jinlin Zhang
Discrete Dynamics in Nature and Society.2019; 2019: 1. CrossRef
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