Pricing a Convert Bond with Default Risk under a Reduced Form Model

Pricing a Convert Bond with Default Risk under a Reduced Form Model

Wang Wei, Zhao Qijie

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PDF(280 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2013, Vol. 29 ›› Issue (3) : 287-296.

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Pricing a Convert Bond with Default Risk under a Reduced Form Model

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