Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski. Arbitrage Pricing of Convertible Securities with Credit Risk. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 2889-2894, IEEE, 2006. [doi]
Abstract is missing.