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  1. 1
    A Green′s function for a convertible bond using the Vasicek model

    A Green′s function for a convertible bond using the Vasicek model by R. Mallier, A. S. Deakin

    Published 2002-01-01
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  2. 2
    An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model

    An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model by A. S. Deakin, Matt Davison

    Published 2010-01-01
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