Pages that link to "Item:Q1040052"
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The following pages link to Valuation of game options in jump-diffusion model and with applications to convertible bonds (Q1040052):
Displaying 7 items.
- A game options approach to the investment problem with convertible debt financing (Q991402) (← links)
- Strategic bank closure and deposit insurance valuation (Q2183313) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Pricing and hedging game options in currency models with proportional transaction costs (Q2836219) (← links)
- Monte Carlo Bounds for Game Options Including Convertible Bonds (Q3019540) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- (Q5136592) (← links)
