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A deep learning approach for pricing convertible bonds with path-dependent reset and call provisions

Zhu, Qinwen et al.
arXiv (All) · Papers · License: Open Access
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91g20computationalfinancepricingofsecurities
pricing of securities, computational finance, 91g20, 91g60, 65n75, 62m45, 35q91, g.3; g.1.8; g.1.6; f.2.1
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