Adapted Downhill Simplex Method for Pricing Convertible Bonds (Q3608283)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Adapted Downhill Simplex Method for Pricing Convertible Bonds |
scientific article |
Statements
28 February 2009
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Monte Carlo simulation
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optimal strategies
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minimax optimization problem
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q-fin.PR
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math.OC
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0.8774203
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0.8771409
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0.8668989
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0.86255765
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0.8616614
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0.8608934
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