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

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

This page was built for publication: CB - time dependent Markov model for pricing convertible bonds