Monte Carlo Simulation with Machine Learning for Pricing American Options and Convertible Bonds
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Published:2015
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Reference40 articles.
1. Simulation-Based Pricing of Convertible Bonds;M Ammann;Journal of Empirical Finance,2008
2. A Markovian Decision Process;R Bellman;Journal of Mathematics and Mechanics,1957
3. Monte Carlo Bounds for Game Options Including Convertible Bonds;C Beveridge;Management Science,2011
4. The Pricing of Options and Corporate Liabilities;F Black;Journal of Political Economy,1973
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