Kyoko Yagi, Katsushige Sawaki. The Valuation of Callable-Puttable Reverse Convertible bonds. APJOR, 27(2):189-209, 2010. [doi]
@article{YagiS10,
title = {The Valuation of Callable-Puttable Reverse Convertible bonds},
author = {Kyoko Yagi and Katsushige Sawaki},
year = {2010},
doi = {10.1142/S0217595910002636},
url = {http://dx.doi.org/10.1142/S0217595910002636},
researchr = {https://researchr.org/publication/YagiS10},
cites = {0},
citedby = {0},
journal = {APJOR},
volume = {27},
number = {2},
pages = {189-209},
}