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"Contingent Capital with a Capital-Ratio Trigger."

Paul Glasserman, Behzad Nouri (2012)

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DOI: 10.1287/MNSC.1120.1520

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/GlassermanN12
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  - https://dblp.org/rec/journals/mansci/GlassermanN12
Paul Glasserman, Behzad Nouri:
Contingent Capital with a Capital-Ratio Trigger. Manag. Sci. 58(10): 1816-1833 (2012)

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