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  • Xubiao He
  • 2008 4th International Conference on Wireless…
  • 2008
The focus of this work is on numerical solutions to two-factor partial differential equation for pricing convertible bonds with default risk. The model includes three impact factors: stock value, stochastic interest rate and default risk We interpolated convertible bonds using radial basis functions, and gained numerical solution of convertible bonds with(More)
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