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

@@ Property / author @@
-Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
-Normal rank
@@ Property / author @@
+Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680701401083
+Normal rank
@@ Property / OpenAlex ID @@
+W2027287295
@@ Property / OpenAlex ID: W2027287295 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD
+Normal rank
@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing for unbounded stochastic processes
+Normal rank
@@ Property / cites work @@
+Optimal Stopping in Games with Continuous Time
@@ Property / cites work: Optimal Stopping in Games with Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Game options
@@ Property / cites work: Game options / rank @@
+Normal rank
@@ Property / cites work @@
+Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
+Normal rank
@@ Property / cites work @@
+Perpetual Convertible Bonds
@@ Property / cites work: Perpetual Convertible Bonds / rank @@
+Normal rank
@@ Property / cites work @@
+A Two‐Person Game for Pricing Convertible Bonds
@@ Property / cites work: A Two‐Person Game for Pricing Convertible Bonds / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3605239