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CONVERTIBLE BOND PRICING MODELS
Batten, Jonathan A., Khaw, Karren Lee-Hwei, Young, Martin R.
Published in Journal of economic surveys (01.12.2014)
Published in Journal of economic surveys (01.12.2014)
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DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks
Tan, Xiaoyu, Zhang, Zili, Zhao, Xuejun, Wang, Shuyi
Published in Financial innovation (Heidelberg) (06.06.2022)
Published in Financial innovation (Heidelberg) (06.06.2022)
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Cedar: Cedar partners Compudigm to turn information into knowledge
Published in M2 Presswire
(19.07.2001)
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