Strategic analysis of the competitive exercise of certain financial options (Q801784): Difference between revisions
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| Property / author: Robert W. Rosenthal / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0022-0531(84)90078-4 / rank | |||
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| Property / OpenAlex ID: W2017269145 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Equilibrium points of nonatomic games / rank | |||
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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 |
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Strategic analysis of the competitive exercise of certain financial options (English)
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1984
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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.''
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finance
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warrants
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convertible bonds
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noncooperative game
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continuum of players
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options pricing
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existence of Cournot-Nash equilibria
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nonatomic games
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