A game options approach to the investment problem with convertible debt financing
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Publication:991402
DOI10.1016/J.JEDC.2010.04.001zbMATH Open1232.91697OpenAlexW3124717519MaRDI QIDQ991402FDOQ991402
Authors: Masahiko Egami 
Publication date: 7 September 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2433/126626
Recommendations
- Game options analysis of the information role of call policies in convertible bonds
- A Two‐Person Game for Pricing Convertible Bonds
- Valuation of game options in jump-diffusion model and with applications to convertible bonds
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
- scientific article; zbMATH DE number 2190136
Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)
Cites Work
- On the optimal stopping problem for one-dimensional diffusions.
- Title not available (Why is that?)
- Stochastic differential equations. An introduction with applications.
- On the properties of \(r\)-excessive mappings for a class of diffusions
- Game options
- A Two‐Person Game for Pricing Convertible Bonds
- Properties of game options
- Taxation, agency conflicts, and the choice between callable and convertible debt
Cited In (6)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
- Convertibles in Sequential Financing*
- Evaluating callable and putable bonds: an eigenfunction expansion approach
- Financing flexibility: the case of outsourcing
- Title not available (Why is that?)
- Game Options Analysis of the Information Role of Call Policies in Convertible Bonds
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