Valuing convertible bonds based on LSRQM method
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Publication:2320730
DOI10.1155/2014/301282zbMath1422.91769OpenAlexW2007475317WikidataQ59038890 ScholiaQ59038890MaRDI QIDQ2320730
Jian Liu, Lizhao Yan, Chao-Qun Ma
Publication date: 23 August 2019
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/301282
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)
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