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A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield - MaRDI portal

A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield

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Publication:3430020

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DOI10.1017/S1446181100010087zbMath1147.91336MaRDI QIDQ3430020

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Publication date: 20 March 2007

Published in: (Search for Journal in Brave)

Full work available at URL: http://www.austms.org.au/Publ/ANZIAM/V47P4/2378.html

Mathematics Subject Classification ID

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