An analytic solution for a Vasicek interest rate convertible bond model
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Summary: This paper provides the analytic solution to the partial differential equation for the value of a convertible bond. The equation assumes a Vasicek model for the interest rate and a geometric Brownian motion model for the stock price. The solution is obtained using integral transforms.
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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
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