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 / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+Effects of callable feature on early exercise policy
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+A dynamic programming approach to price installment options
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+Game options
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+Game contingent claims in complete and incomplete markets
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+Properties of game options
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+CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
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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
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+Arbitrage pricing of defaultable game options with applications to convertible bonds
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+Q5462196
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+Q4002884
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+Option pricing: A simplified approach
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+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