Pages that link to "Item:Q5696311"

The following pages link to Perpetual convertible bonds in jump-diffusion models (Q5696311):

Displaying 18 items.

• Pricing permanent convertible bonds in EVG model (Q377906) (← links)
• The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
• The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
• Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
• BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
• The integral option in a model with jumps (Q952844) (← links)
• Error estimates for binomial approximations of game options (Q997959) (← links)
• Valuation of game options in jump-diffusion model and with applications to convertible bonds (Q1040052) (← links)
• Dynkin's games and Israeli options (Q1952697) (← links)
• Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis (Q2057029) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• Pricing Israeli options: a pathwise approach (Q3429336) (← links)
• Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
• Perpetual convertible bonds with credit risk (Q3549304) (← links)
• Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach (Q5139479) (← links)
• Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
• Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
• Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)