Pages that link to "Item:Q3605239"

The following pages link to Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239):

Displaying 24 items.

• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
• The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
• The pricing and optimal strategies of callable warrants (Q976411) (← links)
• Defaultable game options in a hazard process model (Q1039923) (← links)
• Convertible bonds with higher loan rate: model, valuation, and optimal strategy (Q1723891) (← links)
• A differential game with the possibility of early termination (Q2071613) (← links)
• Differential game with discrete stopping time (Q2168248) (← links)
• Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
• On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
• DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840) (← links)
• Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
• (Q5066868) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
• (Q5136592) (← links)
• Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
• A Dynkin game with asymmetric information (Q5410809) (← links)
• Equilibrium in two-player non-zero-sum Dynkin games in continuous time (Q5410819) (← links)
• PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
• Cautious stochastic choice, optimal stopping and deliberate randomization (Q6107383) (← links)
• On the value of a time-inconsistent mean-field zero-sum Dynkin game (Q6631640) (← links)
• Callable convertible bonds under liquidity constraints and hybrid priorities (Q6667268) (← links)