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]
@inproceedings{GlassermanN10,
title = {Contingent capital with discrete conversion from debt to equity},
author = {Paul Glasserman and Behzad Nouri},
year = {2010},
doi = {10.1109/WSC.2010.5678968},
url = {http://dx.doi.org/10.1109/WSC.2010.5678968},
researchr = {https://researchr.org/publication/GlassermanN10},
cites = {0},
citedby = {0},
pages = {2732-2741},
booktitle = {Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010},
publisher = {WSC},
}