A note on "Monte Carlo analysis of convertible bonds with reset clause"
Jingyang Yang; Yoon Choi; Shenghong Li; Jinping Yu
| Year of publication: |
2009
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|---|---|
| Authors: | Yang, Jingyang ; Choi, Yoon ; Li, Shenghong ; Yu, Jinping |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 200.2009/10, 3 (1.2.), p. 924-925
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| Subject: | Wandelanleihe | Convertible bond | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003892409