A Two‐Person Game for Pricing Convertible Bonds
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Publication:5294594
DOI10.1137/050630222zbMath1141.91309OpenAlexW2107008511MaRDI QIDQ5294594
Publication date: 25 July 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050630222
2-person games (91A05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44)
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