An analytic solution for a Vasicek interest rate convertible bond model.
Deakin, A.S. ; Davison, Matt
Journal of Applied Mathematics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/263451
EUDML-ID : urn:eudml:doc:230237 
@article{05692903,
     title = {An analytic solution for a Vasicek interest rate convertible bond model.},
     journal = {Journal of Applied Mathematics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/263451},
     zbl = {1188.91214},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05692903}
}

Deakin, A.S.; Davison, Matt. An analytic solution for a Vasicek interest rate convertible bond model.. Journal of Applied Mathematics, Tome 2010 (2010) . doi : 10.1155/2010/263451. http://gdmltest.u-ga.fr/item/05692903/