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Latest revision as of 17:10, 9 July 2024

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Dynkin game of convertible bonds and their optimal strategy
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    Dynkin game of convertible bonds and their optimal strategy (English)
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    11 February 2015
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    convertible bond
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    Dynkin game
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    optimal stopping time problem
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    reflected BSDE
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    variational inequality
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    free boundary
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