An American convert close to maturity.
Acta Mathematica Universitatis Comenianae. New Series (2009)
- Volume: 78, Issue: 1, page 87-96
- ISSN: 0862-9544
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topAlobaidi, G, and Mallier, R.. "An American convert close to maturity.." Acta Mathematica Universitatis Comenianae. New Series 78.1 (2009): 87-96. <http://eudml.org/doc/117146>.
@article{Alobaidi2009,
author = {Alobaidi, G, Mallier, R.},
journal = {Acta Mathematica Universitatis Comenianae. New Series},
keywords = {convertible securities; asymptotics; free boundary; Vasicek model; CIR model},
language = {eng},
number = {1},
pages = {87-96},
publisher = {Comenius University Press},
title = {An American convert close to maturity.},
url = {http://eudml.org/doc/117146},
volume = {78},
year = {2009},
}
TY - JOUR
AU - Alobaidi, G
AU - Mallier, R.
TI - An American convert close to maturity.
JO - Acta Mathematica Universitatis Comenianae. New Series
PY - 2009
PB - Comenius University Press
VL - 78
IS - 1
SP - 87
EP - 96
LA - eng
KW - convertible securities; asymptotics; free boundary; Vasicek model; CIR model
UR - http://eudml.org/doc/117146
ER -
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