Title of article
Two-factor convertible bonds valuation using the method of characteristics/finite elements
Author/Authors
Giovanni Barone-Adesi، نويسنده , , Ana Bermudez، نويسنده , , John Hatgioannides، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
31
From page
1801
To page
1831
Keywords
Convertible bonds , method of characteristics , CorrelatedBrownian motions , Two-colored options , Finite elements
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238459
Link To Document