For a reset convertible bond, the conversion ratio is not fixed but depends on the underlying stock price. However, their model does not consider a dilution effect which can result due to changes in the number of shares into which the bond is converted.
A note on “Monte Carlo analysis of convertible bonds with reset clause”☆ ... This note is to extend their analysis to incorporate the dilution effect to�...
A note on "Monte Carlo analysis of convertible bonds with reset clause". Author & abstract; Download; 7 References; 3 Citations; Most related; Related works�...
Jan 1, 2010 � "A note on "Monte Carlo analysis of convertible bonds with reset clause"" (2010). Faculty Bibliography 2010s. 973. https://stars.library.ucf�...
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A note on "Monte Carlo analysis of convertible bonds with reset clause". February 2010; European Journal of Operational Research 200(3):924-925. 200(3):924-925.
The RePEc plagiarism page. A note on "Monte Carlo analysis of convertible bonds with reset clause". Jingyang Yang, Yoon Choi, Shenghong Li and Jinping Yu.
A Note On "Monte Carlo Analysis Of Convertible Bonds With Reset Clause". Creator. Jingyang Yang, Zhejiang University � Yoon Choi, University of Central Florida
A note on “Monte Carlo analysis of convertible bonds with reset clause”. Year of publication: 2010. Authors: Souza, Sissy da S. ; Oliveira, P.R. ; da Cruz�...
A note on "Monte Carlo analysis of convertible bonds with reset clause" ... Eur. J. Oper. Res. 2010.
Jingyang Yang, Yoon Choi, Shenghong Li, Jinping Yu: A note on "Monte Carlo analysis of convertible bonds with reset clause". Eur. J. Oper. Res.