A game theory analysis of options. Corporate finance and financial intermediation in continuous time. With a forword by Heinz Zimmermann
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Publication:1885522
zbMath1103.91042MaRDI QIDQ1885522
Publication date: 10 November 2004
Published in: Springer Finance (Search for Journal in Brave)
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Other game-theoretic models (91A40) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)
Related Items (3)
Developing real option game models ⋮ Optimal capital structure and investment decisions under time-inconsistent preferences ⋮ Optimal securitization of credit portfolios via impulse control
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