Arbitrage pricing of convertible securities with credit risk

Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski

Research output: Chapter in Book/Report/Conference proceedingConference PaperOtherpeer-review

Original languageEnglish
Title of host publicationProceedings of the 45th IEEE Conference on Decision and Control 2006, CDC
PublisherIEEE, Institute of Electrical and Electronics Engineers
Pages2889-2894
Number of pages6
ISBN (Print)1424401712, 9781424401710
DOIs
Publication statusPublished - 2006
Externally publishedYes
EventIEEE Conference on Decision and Control 2006 - San Diego, United States of America
Duration: 13 Dec 200615 Dec 2006
Conference number: 45th
https://ieeexplore.ieee.org/xpl/conhome/4176992/proceeding (Proceedings)

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Conference

ConferenceIEEE Conference on Decision and Control 2006
Abbreviated titleCDC 2006
CountryUnited States of America
CitySan Diego
Period13/12/0615/12/06
Internet address

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