Pricing equity-linked debt using the Vasicek model.
Mallier, R. ; Alobaidi, G.
Acta Mathematica Universitatis Comenianae. New Series, Tome 71 (2002), p. 211-220 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
EUDML-ID : urn:eudml:doc:125210 
@article{02099175,
     title = {Pricing equity-linked debt using the Vasicek model.},
     journal = {Acta Mathematica Universitatis Comenianae. New Series},
     volume = {71},
     year = {2002},
     pages = {211-220},
     zbl = {1073.91036},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02099175}
}

Mallier, R.; Alobaidi, G. Pricing equity-linked debt using the Vasicek model.. Acta Mathematica Universitatis Comenianae. New Series, Tome 71 (2002) pp. 211-220. http://gdmltest.u-ga.fr/item/02099175/