Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239): Difference between revisions

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+PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD
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+Brownian Excursions and Parisian Barrier Options
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Optimal Stopping in Games with Continuous Time
@@ Property / cites work: Optimal Stopping in Games with Continuous Time / rank @@
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+Game options
@@ Property / cites work: Game options / rank @@
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+Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
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+Perpetual Convertible Bonds
@@ Property / cites work: Perpetual Convertible Bonds / rank @@
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+A Two‐Person Game for Pricing Convertible Bonds
@@ Property / cites work: A Two‐Person Game for Pricing Convertible Bonds / rank @@
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