مرکز منطقه ای اطلاع رساني علوم و فناوري - Two-factor convertible bonds valuation using the method of characteristics/finite elements

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 :

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 :