Investment Value of Convertible Bonds Based on Binary Tree.
Shujun YeYalan WangYing LiPublished in: BIFE (2009)
Keyphrases
- binary tree
- convertible bonds
- pricing model
- real option
- quadtree
- financial crisis
- decision making
- decision makers
- life cycle
- multiclass svm
- hierarchical structure
- long run
- option pricing
- credit risk
- using artificial neural networks
- image representation
- stock exchange
- dynamic pricing
- bi level
- multiresolution
- feature extraction
- natural gas
- search engine
- non stationary