Calibration and implementation of convertible bond models
- 1 January 2003
- journal article
- Published by Infopro Digital Services Limited in Journal of Computational Finance
- Vol. 7 (2) , 1-34
- https://doi.org/10.21314/jcf.2003.124
Abstract
While convertible bond models recently have come to rest on solid theoretical foundation, issues in model calibration and numerical..., Original Research, Computational financeKeywords
This publication has 0 references indexed in Scilit: