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"Arbitrage Pricing of Convertible Securities with Credit Risk."
Tomasz R. Bielecki et al. (2006)
- Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski:

Arbitrage Pricing of Convertible Securities with Credit Risk. CDC 2006: 2889-2894

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