Strategic analysis of the competitive exercise of certain financial options (Q801784): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Robert W. Rosenthal / rank | |||
| Property / author | |||
| Property / author: Robert W. Rosenthal / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0022-0531(84)90078-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2017269145 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Equilibrium points of nonatomic games / rank | |||
Normal rank | |||
Latest revision as of 15:13, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategic analysis of the competitive exercise of certain financial options |
scientific article |
Statements
Strategic analysis of the competitive exercise of certain financial options (English)
0 references
1984
0 references
In this paper, the authors apply to the theory of options pricing results of \textit{D. Schmeidler} [J. Stat. Phys. 1973, 295-300 (1973)] on the existence of Cournot-Nash equilibria in nonatomic games. The authors also consider situations when ''one individual controls the exercise of all the claims but is constrained to exercise them in one block.''
0 references
finance
0 references
warrants
0 references
convertible bonds
0 references
noncooperative game
0 references
continuum of players
0 references
options pricing
0 references
existence of Cournot-Nash equilibria
0 references
nonatomic games
0 references
