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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhu, Qinwen, Chen, Wen, Langrené, Nicolas
Format:	Preprint
Published:	2026
Subjects:	Pricing of Securities Computational Finance 91G20, 91G60, 65N75, 62M45, 35Q91 G.3; G.1.8; G.1.6; F.2.1
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.12189