公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
2022 | A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model | Dai, TS; Fan, CC; Liu, LC; Wang, CJ; JR-YAN WANG | Journal of Futures Markets | 0 | 0 |