Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Brigo:2015:10.1142/S0219024915500156,
author = {Brigo, D and Garcia, J and Pede, N},
doi = {10.1142/S0219024915500156},
journal = {INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE},
title = {COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS},
url = {http://dx.doi.org/10.1142/S0219024915500156},
volume = {18},
year = {2015}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Garcia,J
AU - Pede,N
DO - 10.1142/S0219024915500156
PY - 2015///
SN - 0219-0249
TI - COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS
T2 - INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE
UR - http://dx.doi.org/10.1142/S0219024915500156
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000364657200001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 18
ER -