Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis
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Publication:2057029
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Applications of optimal control and differential games (49N90) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic games; gambling (91A60) Derivative securities (option pricing, hedging, etc.) (91G20)
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