Pages that link to "Item:Q1039923"

The following pages link to Defaultable game options in a hazard process model (Q1039923):

Displaying 13 items.

• The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
• Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
• Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
• Defaultable game options in a hazard process model (Q1039923) (← links)
• Dynkin's games and Israeli options (Q1952697) (← links)
• On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
• DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
• Game Options in an Imperfect Market with Default (Q4607043) (← links)
• American options in an imperfect complete market with default (Q4615505) (← links)
• A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
• HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (Q4906525) (← links)
• BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA (Q5175222) (← links)
• A Dynkin game with asymmetric information (Q5410809) (← links)