Dynkin game of convertible bonds and their optimal strategy (Q2515117): Difference between revisions

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+Arbitrage pricing of defaultable game options with applications to convertible bonds
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+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
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+A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
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+Backward stochastic differential equations with reflection and Dynkin games
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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+Q5189317
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+Q3678248
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+Q4354424
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+Q5439463
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+Perpetual Convertible Bonds
@@ Property / cites work: Perpetual Convertible Bonds / rank @@
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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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+On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
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+Indifference pricing and hedging in a multiple-priors model with trading constraints
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+A variational inequality from pricing convertible bond
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+A variational inequality arising from American installment call options pricing
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+A free boundary problem arising from pricing convertible bond
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+Free boundary problem concerning pricing convertible bond
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