Jingyang Yang, Shenghong Li. Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 342-345, IEEE Computer Society, 2009. [doi]
Abstract is missing.