Pricing equity-linked debt using the Vasicek model.

Mallier, R.; Alobaidi, G.

Acta Mathematica Universitatis Comenianae. New Series (2002)

  • Volume: 71, Issue: 2, page 211-220
  • ISSN: 0862-9544

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Mallier, R., and Alobaidi, G.. "Pricing equity-linked debt using the Vasicek model.." Acta Mathematica Universitatis Comenianae. New Series 71.2 (2002): 211-220. <http://eudml.org/doc/125210>.

@article{Mallier2002,
author = {Mallier, R., Alobaidi, G.},
journal = {Acta Mathematica Universitatis Comenianae. New Series},
keywords = {Green's functions; fixed income securities; equity securities},
language = {eng},
number = {2},
pages = {211-220},
publisher = {Comenius University Press},
title = {Pricing equity-linked debt using the Vasicek model.},
url = {http://eudml.org/doc/125210},
volume = {71},
year = {2002},
}

TY - JOUR
AU - Mallier, R.
AU - Alobaidi, G.
TI - Pricing equity-linked debt using the Vasicek model.
JO - Acta Mathematica Universitatis Comenianae. New Series
PY - 2002
PB - Comenius University Press
VL - 71
IS - 2
SP - 211
EP - 220
LA - eng
KW - Green's functions; fixed income securities; equity securities
UR - http://eudml.org/doc/125210
ER -

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