A game options approach to the investment problem with convertible debt financing
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Recommendations
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- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
- scientific article; zbMATH DE number 2190136
Cites work
- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- A Two‐Person Game for Pricing Convertible Bonds
- Game options
- On the optimal stopping problem for one-dimensional diffusions.
- On the properties of \(r\)-excessive mappings for a class of diffusions
- Properties of game options
- Stochastic differential equations. An introduction with applications.
- Taxation, agency conflicts, and the choice between callable and convertible debt
Cited in
(6)- Convertibles in Sequential Financing*
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
- Financing flexibility: the case of outsourcing
- Evaluating callable and putable bonds: an eigenfunction expansion approach
- Game options analysis of the information role of call policies in convertible bonds
- scientific article; zbMATH DE number 5524753 (Why is no real title available?)
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