Strategic analysis of the competitive exercise of certain financial options

DOI10.1016/0022-0531(84)90078-4zbMath0552.90008OpenAlexW2017269145MaRDI QIDQ801784

George M. Constantinides, Robert W. Rosenthal

Publication date: 1984

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(84)90078-4

zbMATH Keywords

noncooperative gamefinancenonatomic gamescontinuum of playersconvertible bondsoptions pricingexistence of Cournot-Nash equilibriawarrants

Mathematics Subject Classification ID

Noncooperative games (91A10) Games with infinitely many players (91A07) Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60) Other game-theoretic models (91A40)

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EMPIRICAL EXERCISE BEHAVIOR OF WARRANT HOLDERS AND ITS CONSEQUENCES FOR WARRANT VALUES ⋮ Anonymous sequential games ⋮ On the existence of pure strategy equilibria in games with a continuum of players ⋮ Equilibrium exercise of European warrants ⋮ Optimal exercise strategies for corporate warrants

Cites Work

• The Pricing of Options and Corporate Liabilities
• Equilibrium points of nonatomic games

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