Taxation, agency conflicts, and the choice between callable and convertible debt
From MaRDI portal
Publication:960264
DOI10.1016/j.jet.2007.09.014zbMath1153.91677OpenAlexW2004135539MaRDI QIDQ960264
Yuri Tserlukevich, Christopher A. Hennessy
Publication date: 16 December 2008
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2007.09.014
Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Macroeconomic theory (monetary models, models of taxation) (91B64) Stochastic games, stochastic differential games (91A15)
Related Items (2)
Game Options Analysis of the Information Role of Call Policies in Convertible Bonds ⋮ A game options approach to the investment problem with convertible debt financing
Cites Work
- Unnamed Item
- Unnamed Item
- Asymptotic expansions for Markov processes with Lévy generators
- Super contact and related optimality conditions
- Prospect theory and liquidation decisions
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
- An Intertemporal General Equilibrium Model of Asset Prices
- Tobin's Marginal q and Average q: A Neoclassical Interpretation
- Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
- Perpetual Convertible Bonds
- A Two‐Person Game for Pricing Convertible Bonds
- Agency Conflicts and Risk Management*
This page was built for publication: Taxation, agency conflicts, and the choice between callable and convertible debt