Two-factor convertible bonds valuation using the method of characteristics/finite elements

By Giovanni Barone-Adesi, Anastasia Bermudez, John Hatgioannides. 2003

68 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/d599b95a05f96facbe6eb661505e3ce100d38a6e

Citations in the corpus

• Lapse rate modeling: a rational expectation approach (2008, unknown): “Barone-Adesi et al. (2003) use a Neumann boundary condition.”