Pages that link to "Item:Q5294594"
From MaRDI portal
The following pages link to A Two‐Person Game for Pricing Convertible Bonds (Q5294594):
Displayed 18 items.
- A variational inequality from pricing convertible bond (Q537174) (← links)
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- Taxation, agency conflicts, and the choice between callable and convertible debt (Q960264) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- A game options approach to the investment problem with convertible debt financing (Q991402) (← links)
- Valuation of game options in jump-diffusion model and with applications to convertible bonds (Q1040052) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- AN ANALYTICAL APPROACH TO MERTON'S RATIONAL OPTION PRICING THEORY (Q3521629) (← links)
- Perpetual convertible bonds with credit risk (Q3549304) (← links)
- A free boundary problem arising from pricing convertible bond (Q3553772) (← links)
- Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- Analysis of free boundaries for convertible bonds, with a call feature (Q5419430) (← links)