The pricing and optimal strategies of callable warrants (Q976411): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2010.02.002
@@ Property / DOI: 10.1016/j.ejor.2010.02.002 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2010.02.002
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+W1968099207
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+Effects of callable feature on early exercise policy
+Normal rank
@@ Property / cites work @@
+A dynamic programming approach to price installment options
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+Game options
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@@ Property / cites work @@
+Game contingent claims in complete and incomplete markets
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+Properties of game options
@@ Property / cites work: Properties of game options / rank @@
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+CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
@@ Property / cites work: CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS / rank @@
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+Mixed Zero-Sum Stochastic Differential Game and American Game Options
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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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+Arbitrage pricing of defaultable game options with applications to convertible bonds
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+Q5462196
@@ Property / cites work: Q5462196 / rank @@
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@@ Property / cites work @@
+Q4002884
@@ Property / cites work: Q4002884 / rank @@
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo analysis of convertible bonds with reset clauses
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2010.02.002
@@ Property / DOI: 10.1016/J.EJOR.2010.02.002 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:976411