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scientific article; zbMATH DE number 5260079 - MaRDI portal

scientific article; zbMATH DE number 5260079

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Publication:5453285

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zbMATH Open1174.91384MaRDI QIDQ5453285

Shengye Chen, Yike Wang

Publication date: 4 April 2008

Title of this publication is not available (Why is that?)

zbMATH Keywords

American option financial market convertible bond path dependent least-squares Monte Carlo simulation

Mathematics Subject Classification ID

Related Items (2)

Title not available (Why is that?) ⋮ Pricing Chinese convertible bonds with default intensity by Monte Carlo method

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