An analytic solution for a Vasicek interest rate convertible bond model.

Deakin, A.S., and Davison, Matt. "An analytic solution for a Vasicek interest rate convertible bond model.." Journal of Applied Mathematics 2010 (2010): Article ID 263451, 5 p.-Article ID 263451, 5 p.. <http://eudml.org/doc/230237>.

@article{Deakin2010,
author = {Deakin, A.S., Davison, Matt},
journal = {Journal of Applied Mathematics},
keywords = {Vasicek model; PDE; integral transform},
language = {eng},
pages = {Article ID 263451, 5 p.-Article ID 263451, 5 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {An analytic solution for a Vasicek interest rate convertible bond model.},
url = {http://eudml.org/doc/230237},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Deakin, A.S.
AU - Davison, Matt
TI - An analytic solution for a Vasicek interest rate convertible bond model.
JO - Journal of Applied Mathematics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 263451, 5 p.
EP - Article ID 263451, 5 p.
LA - eng
KW - Vasicek model; PDE; integral transform
UR - http://eudml.org/doc/230237
ER -