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- R. MALLIER, A. S. DEAKIN
- 2008

We consider a convertible security where the underlying stock price obeys a lognormal random walk and the risk-free rate is given by the Vasicek model. Using a Laplace transform in time and a Mellin transform in the stock price, we derive a Green's function solution for the value of the convertible bond.

- Alan Stanton Deakin, Matt Davison
- J. Applied Mathematics
- 2010

- A. S. Deakin, V. Elias, Ying Xue, Fang Shi, T. G. Steele
- 2008

There is a need to go beyond the narrow resonance approximation for QCD sum-rule channels which are likely to exhibit sensitivity to broad resonance structures. We first discuss how the first two Laplace sum rules are altered when one goes beyond the narrow resonance approximation to include possible subcontinuum resonances with nonzero widths. We then show… (More)

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