Article citationsMore>>

Li, J.L., Clemons, C.B., Young, G.M., et al. (2008) Solutions of Two-Factors Models with Variable Interest Rate. Journal of Computational and Applied Mathematics, 222, 30-41.
http://dx.doi.org/10.1016/j.cam.2007.10.014

has been cited by the following article:

• TITLE: The Pricing of Convertible Bonds with a Call Provision

  AUTHORS: Bin Zhang, Dianli Zhao

  KEYWORDS: Convertible Bonds, Call Provision, B-S Formula

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.4 No.6, June 29, 2016

  ABSTRACT: This paper deals with the pricing of convertible bond with call provision based on the traditional B-S formula. By applying the principle of no arbitrage, the partial differential equation for the bond is established with identified boundary conditions, which solution results in the closed form of the pricing formula.