Pages that link to "Item:Q951392"

The following pages link to Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392):

Displaying 16 items.

• Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
• Solutions of two-factor models with variable interest rates (Q952075) (← links)
• Pricing convertible bonds with credit risk under regime switching and numerical solutions (Q1718237) (← links)
• How should a convertible bond be decomposed? (Q1938898) (← links)
• Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
• Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
• Convertible bond valuation with regime switching (Q2145547) (← links)
• A spectral method for bonds (Q2384583) (← links)
• Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180) (← links)
• Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
• Pricing Convertible Bonds with Credit Risks and Stochastic Interest Rates (Q2799945) (← links)
• Lapse rate modeling: a rational expectation approach (Q3077750) (← links)
• A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield (Q3430020) (← links)
• Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
• Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (Q5210536) (← links)
• PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY (Q5483447) (← links)