A note on “Monte Carlo analysis of convertible bonds with reset clause”-Reference-Cited by-同舟云学术

A note on “Monte Carlo analysis of convertible bonds with reset clause”

Published:2010-02 Issue:3 Volume:200 Page:924-925
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Yang Jingyang,Choi Yoon,Li Shenghong,Yu Jinping

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference11 articles.

1. Monte Carlo analysis of convertible bonds with reset clauses;Kimura;European Journal of Operational Research,2006

2. Convertible bonds: Valuation and optimal strategies for call and conversion;Brennan;The Journal of Finance,1977

3. A contingent-claims valuation of convertible securities;Ingressoll;Journal of Financial Economics,1977

4. The use and pricing of convertible bonds;Nyborg;Applied Mathematical Finance,1996

5. Pricing convertible bonds by simulation;Lvov;Financial and Engineering Applications,2004

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