Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage pricing of defaultable game options with applications to convertible bonds |
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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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