An analytic solution for a Vasicek interest rate convertible bond model
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Publication:964034
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Cites work
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(7)- A Green's function for a convertible bond using the Vasicek model
- Some new traveling wave solutions of the nonlinear reaction diffusion equation by using the improved \((G'/G)\)-expansion method
- Analysis of free boundaries for convertible bonds, with a call feature
- A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield
- AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS
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- On the resolution of the Vasicek-type interest rate model
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