Pages that link to "Item:Q2515117"

The following pages link to Dynkin game of convertible bonds and their optimal strategy (Q2515117):

Displaying 10 items.

• A variational inequality from pricing convertible bond (Q537174) (← links)
• Convertible bonds with higher loan rate: model, valuation, and optimal strategy (Q1723891) (← links)
• Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
• The stochastic control model for use conversion of land (Q2044117) (← links)
• Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis (Q2057029) (← links)
• The optimal investor strategy on financial market of derivatives (Q2732655) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
• Dynamic Leveraging–Deleveraging Games (Q5130486) (← links)
• Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)