Pricing Chinese Convertible Bonds with Learning-Based Monte Carlo Simulation Model.

Jiangshan Zhu Conghua Wen Rong Li

Published in: Axioms (2024)

Keyphrases

monte carlo
simulation model
convertible bonds
markovian decision
learning algorithm
simulation models
monte carlo simulation
markov chain
mathematical model
monte carlo tree search
adaptive sampling
pricing model
learning curve
agent based simulation
variance reduction
multi agent systems
reinforcement learning