A Green's function for a convertible bond using the Vasicek model.
Journal of Applied Mathematics (2002)
- Volume: 2, Issue: 5, page 219-232
- ISSN: 1110-757X
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topMallier, R., and Deakin, A.S.. "A Green's function for a convertible bond using the Vasicek model.." Journal of Applied Mathematics 2.5 (2002): 219-232. <http://eudml.org/doc/50416>.
@article{Mallier2002,
author = {Mallier, R., Deakin, A.S.},
journal = {Journal of Applied Mathematics},
keywords = {convertible bonds; Laplace transform; Mellin transform},
language = {eng},
number = {5},
pages = {219-232},
publisher = {Hindawi Publishing Corporation, New York},
title = {A Green's function for a convertible bond using the Vasicek model.},
url = {http://eudml.org/doc/50416},
volume = {2},
year = {2002},
}
TY - JOUR
AU - Mallier, R.
AU - Deakin, A.S.
TI - A Green's function for a convertible bond using the Vasicek model.
JO - Journal of Applied Mathematics
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 2
IS - 5
SP - 219
EP - 232
LA - eng
KW - convertible bonds; Laplace transform; Mellin transform
UR - http://eudml.org/doc/50416
ER -
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