A Green's function for a convertible bond using the Vasicek model.
Mallier, R. ; Deakin, A.S.
Journal of Applied Mathematics, Tome 2 (2002), p. 219-232 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S1110757X02203058
EUDML-ID : urn:eudml:doc:50416 
@article{01821320,
     title = {A Green's function for a convertible bond using the Vasicek model.},
     journal = {Journal of Applied Mathematics},
     volume = {2},
     year = {2002},
     pages = {219-232},
     doi = {10.1155/S1110757X02203058},
     zbl = {1025.91012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01821320}
}

Mallier, R.; Deakin, A.S. A Green's function for a convertible bond using the Vasicek model.. Journal of Applied Mathematics, Tome 2 (2002) pp. 219-232. doi : 10.1155/S1110757X02203058. http://gdmltest.u-ga.fr/item/01821320/