Two-factor convertible bonds valuation using the method of characteristics/finite elements
| Year of publication: |
2003
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Bermudez, Ana ; Hatgioannides, John |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 10, p. 1801-1831
|
| Publisher: |
Elsevier |