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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 1: Festschrift for Bernt Øksendal
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Original Articles

CoCos under short-term uncertainty

José Manuel CorcueraDepartment of Probability, Logic and Statistics, University of Barcelona, Barcelona, Spain.
&
Arturo ValdiviaDepartment of Probability, Logic and Statistics, University of Barcelona, Barcelona, Spain.Correspondence[email protected]
Pages 207-221 | Received 03 Nov 2015, Accepted 29 Jan 2016, Published online: 08 Mar 2016

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