Utility indifference pricing of convertible bonds.

Jian Liu Mengxian Tao Chaoqun Ma Fenghua Wen

Published in: Int. J. Inf. Technol. Decis. Mak. (2014)

Keyphrases

convertible bonds
pricing model
financial crisis
utility function
credit risk
bi level
black scholes
stock price
using artificial neural networks
dynamic pricing