Pages that link to "Item:Q2569025"
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The following pages link to Monte Carlo analysis of convertible bonds with reset clauses (Q2569025):
Displaying 10 items.
- Optimal search for parameters in Monte Carlo simulation for derivative pricing (Q321025) (← links)
- Binary tree pricing to convertible bonds with credit risk under stochastic interest rates (Q369835) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- A note on ``Monte Carlo analysis of convertible bonds with reset clauses'' (Q1044127) (← links)
- Pricing convertible bonds with credit risk under regime switching and numerical solutions (Q1718237) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Pricing Chinese convertible bonds with default intensity by Monte Carlo method (Q2296580) (← links)
- THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS (Q3566766) (← links)
- ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (Q3621566) (← links)
- Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)