Pricing securities with multiple risks: A case of exchangeable debt

Journal of Banking & Finance - Tập 37 - Trang 1018-1028 - 2013
Ravi S. Mateti1, Shantaram P. Hegde2, Tribhuvan Puri3
1Concordia University, 1455 De Maisonneuve Blvd. West, Montreal, Canada H3G 1M8
2University of Connecticut, 2100 Hillside Road Unit 1041, Storrs, CT 06269-1041, United States
3University of Massachusetts Dartmouth, North Dartmouth, MA 02747-2300, United States

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