Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239): Difference between revisions
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Property / cites work: PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD / rank | |||
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Property / cites work: Brownian Excursions and Parisian Barrier Options / rank | |||
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Property / cites work: The fundamental theorem of asset pricing for unbounded stochastic processes / rank | |||
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Property / cites work: Optimal Stopping in Games with Continuous Time / rank | |||
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Property / cites work: Game options / rank | |||
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Property / cites work: Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski / rank | |||
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Property / cites work: Perpetual Convertible Bonds / rank | |||
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Property / cites work: A Two‐Person Game for Pricing Convertible Bonds / rank | |||
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Latest revision as of 02:37, 29 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Arbitrage pricing of defaultable game options with applications to convertible bonds |
scientific article |
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Arbitrage pricing of defaultable game options with applications to convertible bonds (English)
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23 February 2009
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defaultable game options
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convertible securities
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convertible bonds
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semimartingale market
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