A game options approach to the investment problem with convertible debt financing
From MaRDI portal
Publication:991402
DOI10.1016/j.jedc.2010.04.001zbMath1232.91697OpenAlexW3124717519MaRDI QIDQ991402
Publication date: 7 September 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2433/126626
Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)
Related Items
Evaluating callable and putable bonds: an eigenfunction expansion approach ⋮ Financing flexibility: the case of outsourcing ⋮ Game Options Analysis of the Information Role of Call Policies in Convertible Bonds
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