Pages that link to "Item:Q1997146"
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The following pages link to Convertible bond pricing with partial integro-differential equation model (Q1997146):
Displaying 7 items.
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Dividends sharing convertible bonds pricing and numerical evaluation (Q474291) (← links)
- Two boundary coupling approaches for synchronization of stochastic reaction-diffusion neural networks based on semi-linear PIDEs (Q2109181) (← links)
- Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree (Q4957263) (← links)
- AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS (Q5038208) (← links)
- An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (Q5139551) (← links)
- (Q5320336) (← links)