Application of Nonarbitrage Pricing Model and Finite Element Numerical Solution in the Value of Convertible Bonds in the Stock Market.
Xiaoxiao GuoPublished in: Wirel. Commun. Mob. Comput. (2021)
Keyphrases
- finite element
- numerical solution
- convertible bonds
- stock market
- pricing model
- stock price
- stock exchange
- financial crisis
- financial data
- finite element method
- market prices
- short term
- bi level
- financial time series
- financial markets
- differential equations
- black scholes
- empirical analysis
- partial differential equations
- dynamic pricing
- long term
- numerical methods
- sufficient conditions