CoCo bonds and implied CET1 volatility
- 期刊名称Quantitative Finance
- 作者De Spiegeleer, Jan; Höcht, Stephan; Marquet, Ine; Schoutens, Wim
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小998.73KB
- 发表时间2016-11-23
- DOI10.1080/14697688.2016.1249019
- 页码1-12
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