Pages that link to "Item:Q4906514"
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The following pages link to A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514):
Displaying 10 items.
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- Game Options Analysis of the Information Role of Call Policies in Convertible Bonds (Q4682483) (← links)
- A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes (Q5051975) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
- Variational inequalities arising from credit rating migration with buffer zone (Q6622996) (← links)
- Callable convertible bonds under liquidity constraints and hybrid priorities (Q6667268) (← links)
