Ren, Gui; Meng, Tao - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-27
LSM based on GAN to analyze the pricing of convertible bonds. In addition, the LSM model with higher precision in ….26%). Applying the generative deep learning model GAN to the pricing of convertible bonds can circumvent the harsh preconditions of … different. Therefore, this paper proves the feasibility of the GAN model applied to the pricing of convertible bonds, and …