Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392)
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scientific article; zbMATH DE number 5356643
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| English | Two-factor convertible bonds valuation using the method of characteristics/finite elements |
scientific article; zbMATH DE number 5356643 |
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Two-factor convertible bonds valuation using the method of characteristics/finite elements (English)
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24 October 2008
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convertible bonds
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method of characteristics
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finite elements
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two-colored options
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correlated Brownian motions
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0.9109713435173036
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0.796894371509552
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0.7732139825820923
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0.7690407037734985
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0.7689168453216553
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