Jian Liu, Mengxian Tao, Chaoqun Ma, Fenghua Wen. Utility indifference pricing of convertible bonds. International Journal of Information Technology and Decision Making, 13(2):429-444, 2014. [doi]
@article{LiuTMW14,
title = {Utility indifference pricing of convertible bonds},
author = {Jian Liu and Mengxian Tao and Chaoqun Ma and Fenghua Wen},
year = {2014},
doi = {10.1142/S0219622014500527},
url = {http://dx.doi.org/10.1142/S0219622014500527},
researchr = {https://researchr.org/publication/LiuTMW14},
cites = {0},
citedby = {0},
journal = {International Journal of Information Technology and Decision Making},
volume = {13},
number = {2},
pages = {429-444},
}