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

By Song‐Ping Zhu. The ANZIAM Journal, 2006

95 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/b626f9ad43c7448c338040bf2469d0ca8841c15c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Hossein Vosughi
2. J. Cang
3. Yue Tan
4. Saeid Abbasbandy
5. Y. Tan
6. Shijun Liao
7. Elyas Shivanian
8. Shijun Liao

In Strategy and Management

1. Hossein Vosughi
2. J. Cang
3. Yue Tan
4. Saeid Abbasbandy
5. Y. Tan
6. Shijun Liao
7. Elyas Shivanian
8. Shijun Liao

Citations in the corpus

• A new analytical technique to solve Volterra's integral equations (2011, methodology): “Therefore by starting u0(x)=0 and using notation (12), we have U1(x, c0)=u0(x)+u1(x)=−c0 √ x, (52) U2(x, c0)=− (1)2 c0(4+3c0) √ x, (53) U3(x, c0)=− (3)4 c0(4+6c0 +3c0(2)) √ xU4(x, c0)=− (1)8 c0(32+72c0 +72c0(2) +27c0(3)) √ x, (54) .”
• Notes on the homotopy analysis method: Some definitions and theorems (2009, methodology): “Since Liao’s book [21] for the homotopy analysis method was published in 2003, more and more researchers have been successfully applying this method to various nonlinear problems in science and engineering, such as the viscous flows of non-Newtonian fluids [28–38], the KdV-type equations [39–43], no”
• A General Approach to Obtain Series Solutions of Nonlinear Differential Equations (2007, methodology): “For example, Zhu [ 42 , 43] applied the HAM to give, for the first time, an explicit series solution of the famous Black‐Scholes type equation in finance for American put option, which is a system of nonlinear PDEs with an unknown moving boundary.”
• Homotopy Analysis Method in Nonlinear Differential Equations (2012, methodology): “In fact, the HAM even logically contains the Euler transform: we can derive the famous Euler transform in the frame of the HAM, and give a similar but more general transform, called the generalized Euler transform, as shown in Chapter 5.”
• SERIES SOLUTIONS OF NON-LINEAR RICCATI DIFFERENTIAL EQUATIONS WITH FRACTIONAL ORDER (2009, methodology): “Currently, Zhu [34,35] applied the HAM to give, for the first time, an explicit series solution of the famous Black–Scholes type equation in finance for American put option, which is a system of non-linear PDEs with an unknown moving boundary.”
• A new branch of solutions of boundary-layer flows over a permeable stretching plate (2007, methodology): “For example, Zhu [46,47] applied the HAM to obtain, for the first time, an explicit series solution of the famous Black–Scholes type equation in finance for American put option, which is a system of non-linear PDEs with an unknown moving boundary.”
• An optimal homotopy-analysis approach for strongly nonlinear differential equations (2010, methodology): “The HAM has been widely applied to solve different types of nonlinear problems in science, finance and engineering [37,32,23,33,38–43,34,44– 48,35,36,49,50].”
• A general approach to get series solution of non-similarity boundary-layer flows (2009, methodology): “Furthermore, the homotopy analysis method has been applied to solve some non-linear partial differential equations, such as unsteady similarity boundary-layer flows [40], Black–Scholes type equation in finance for American put option [52,53] and interaction of non-linear water wave and exponential s”