Dynkin game of convertible bonds and their optimal strategy (Q2515117): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynkin game of convertible bonds and their optimal strategy |
scientific article |
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Dynkin game of convertible bonds and their optimal strategy (English)
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11 February 2015
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convertible bond
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Dynkin game
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optimal stopping time problem
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reflected BSDE
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variational inequality
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free boundary
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