Arbitrage pricing of convertible securities with credit risk

被引：0

作者：

Bielecki, Tomasz R. ^{[1
]}

Crepey, Stephane ^{[1
]}

Jeanblanc, Monique ^{[1
]}

Rutkowski, Marek ^{[1
]}

机构：

[1] IIT, Dept Appl Math, Chicago, IL 60616 USA

来源：

PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14 | 2006年

关键词：

D O I：

10.1109/CDC.2006.377343

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：2889 / +

页数：2

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