Pricing equity warrants in Merton jump–diffusion model with credit risk
2020 ◽
Vol 557
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pp. 124883
2019 ◽
Keyword(s):
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds
2015 ◽
Vol 4
(1)
◽
pp. 1
Keyword(s):
2019 ◽
Keyword(s):
2019 ◽
Keyword(s):
2019 ◽
Keyword(s):