Cheng, Yuchi and Huang, Zhan and Yu, Yue and Zhou, Ziqing (2024) Exploring Pricing Biases in Chinese Convertible Bonds Market: The Influence of Green Bond Policies. In: Proceedings of the 3rd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2024, March 29–31, 2024, Wuhan, China.
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Abstract
This study employed the Black-Scholes model, Binomial Tree model, and Monte Carlo simulation to price convertible bonds in the Chinese market, and on this basis, developed trading strategies and tested the effectiveness of the pricing. The results indicated that the pricing through the Monte Carlo m
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:38 |
| Last Modified: | 16 Apr 2026 23:29 |
| URI: | http://eprints.eai.eu/id/eprint/49233 |
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