Year | 2017 |
---|---|
Authors | Tian-Shyr Dai /Jr-Yan Wang and Tian-Shyr Dai |
Paper Title | A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and its Applications in Pricing Convertible Bonds |
Journal Title | Journal of Derivatives |
Issue.No | 24 |
Total Pages | 52-79 |
Language | Chinese |