Valuing resettable convertible bonds: Based on path decomposing
Author:
Publisher
Elsevier BV
Subject
Finance
Reference25 articles.
1. Risk and return in convertible arbitrage: evidence from the convertible bond market;Agarwal;J. Empir. Finance,2011
2. Are convertible bonds underpriced? An analysis of the French market;Ammann;J. Bank.Finance,2003
3. Simulation-based pricing of convertible bonds;Ammann;J. Empir. Finance,2008
4. Valuation of convertible bonds with credit risk;Ayache;J. Derivatives,2003
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2. Research on Pricing Methods of Convertible Bonds Based on Deep Learning GAN Models;International Journal of Financial Studies;2023-12-11
3. Pricing resettable convertible bonds using an integral equation approach;IMA Journal of Management Mathematics;2019-12-24
4. Pricing convertible bonds;Journal of Banking & Finance;2018-07
5. Research on Option Pricing of Convertible Bonds;Proceedings of the Fifth International Forum on Decision Sciences;2018
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