Contingent capital with discrete conversion from debt to equity

Paul Glasserman, Behzad Nouri. Contingent capital with discrete conversion from debt to equity. In Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010. pages 2732-2741, WSC, 2010. [doi]

Authors

Paul Glasserman

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Behzad Nouri

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