Dynkin game of convertible bonds and their optimal strategy (Q2515117): Difference between revisions

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+Arbitrage pricing of defaultable game options with applications to convertible bonds
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+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
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+A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
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+Perpetual Convertible Bonds
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+A Two‐Person Game for Pricing Convertible Bonds
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+A variational inequality from pricing convertible bond
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+A free boundary problem arising from pricing convertible bond
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+Free boundary problem concerning pricing convertible bond
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