Monte Carlo analysis of convertible bonds with reset clauses (Q2569025): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2004.07.008 / rank | |||
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| Property / OpenAlex ID: W1990517299 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Q4905685 / rank | |||
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| Property / cites work: Q4794126 / rank | |||
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| Property / cites work: The use and pricing of convertible bonds / rank | |||
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Latest revision as of 16:35, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo analysis of convertible bonds with reset clauses |
scientific article |
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Monte Carlo analysis of convertible bonds with reset clauses (English)
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17 October 2005
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convertible bonds
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reset clauses
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credit risk
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conversion option value
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conversion probability
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Monte Carlo simulations
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