Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates.

Jingyang Yang Shenghong Li

Published in: BIFE (2009)

Keyphrases

convertible bonds
pricing model
financial crisis
black scholes
credit risk
stock exchange
bi level
using artificial neural networks
stochastic model
stochastic process
real option
software agents
stochastic processes
dynamic pricing