A two-factor jump-diffusion model for pricing convertible bonds with default risk

von Coonjobeharry, Radha Krishn
Veröffentlicht in International journal of theoretical and applied finance (2016)

A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models

von Coonjobeharry, Radha Krishn
Veröffentlicht in The journal of computational finance (2015)