Title of article
Monte Carlo analysis of convertible bonds with reset clauses
Author/Authors
Toshikazu Kimura، نويسنده , , Toshio Shinohara، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
10
From page
301
To page
310
Keywords
Convertible bonds , Reset clauses , Credit risk , Conversion option value , Conversion probability , Monte Carlo simulations
Journal title
European Journal of Operational Research
Serial Year
2006
Journal title
European Journal of Operational Research
Record number
215651
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