Pricing Convertible Bond in Uncertain Financial Market.
Zhiqiang ZhangZhenfang WangXiaowei ChenPublished in: J. Uncertain Syst. (2021)
Keyphrases
- financial markets
- black scholes
- convertible bonds
- option pricing
- stock price
- stock market
- decision analysis
- risk management
- decision making
- pricing model
- technical indicators
- early warning
- exchange rate
- financial crisis
- multi agent
- agent based models
- trading strategies
- real option
- text mining
- fractional brownian motion
- probabilistic model