The Valuation of Callable-Puttable Reverse Convertible bonds.

Kyoko Yagi Katsushige Sawaki

Published in: Asia Pac. J. Oper. Res. (2010)

Keyphrases

convertible bonds
pricing model
real option
financial crisis
decision making
decision makers
life cycle
option pricing
credit risk
power plant
rough sets
empirical analysis
using artificial neural networks
stochastic process
natural gas