This paper creatively develops the convertible bond pricing model based on Partial Least Square Regression(PLS). We formulate this model from the American option pricing model based on PLS.
本文原创地提出了基于偏最小二乘回归（PLS）的可转债定价模型，将基于PLS的美式期权定价方法拓展到了可转债的定价；
The convertible bond is a security that can be converted into common stock at the option of the investor at some time or go on to keeping them in hand.
投资者具有在将来某一时间，选择是否按照一定的转换价格将可转换债券转换为公司普通股票的权利。
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