Pricing American Parisian Options and ITS Application in the Valuation of Convertible Bonds.

Chunli Chu Dongmei Guo Yi Hu

Published in: BIFE (2013)

Keyphrases

convertible bonds
option pricing
real option
pricing model
black scholes
black scholes model
life cycle
decision makers
decision making
financial crisis
stock price
natural gas
cooperative
decision analysis
supply chain
utility function