Taxation, agency conflicts, and the choice between callable and convertible debt

DOI10.1016/j.jet.2007.09.014zbMath1153.91677OpenAlexW2004135539MaRDI QIDQ960264

Yuri Tserlukevich, Christopher A. Hennessy

Publication date: 16 December 2008

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

Full work available at URL: https://doi.org/10.1016/j.jet.2007.09.014

zbMATH Keywords

stochastic differential gamesagencycapital structure

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Macroeconomic theory (monetary models, models of taxation) (91B64) Stochastic games, stochastic differential games (91A15)

Related Items (2)

Game Options Analysis of the Information Role of Call Policies in Convertible Bonds ⋮ A game options approach to the investment problem with convertible debt financing

Cites Work

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• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
• Perpetual Convertible Bonds
• A Two‐Person Game for Pricing Convertible Bonds
• Agency Conflicts and Risk Management*

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