Pages that link to "Item:Q2057029"
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The following pages link to Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis (Q2057029):
Displaying 5 items.
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- (Q5136592) (← links)
- (Q5462196) (← links)