CB - time dependent Markov model for pricing convertible bonds

DOI10.1023/A:1010000816071zbMath1153.91426MaRDI QIDQ1000517

Takeaki Kariya, Hiroshi Tsuda

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

91B84: Economic time series analysis

91B24: Microeconomic theory (price theory and economic markets)