A game options approach to the investment problem with convertible debt financing
type: Item
instance of: scholarly article
title: A game options approach to the investment problem with convertible debt financing
zbMATH Open document ID: 1232.91697
author: Masahiko Egami
publication date: 2010-09-07T00:00:00Z
full work available at URL: http://hdl.handle.net/2433/126626
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B38
zbMATH DE Number: 5780070
zbMATH Keywords: convertible bond
zbMATH Keywords: investment decision
zbMATH Keywords: optimal stopping
zbMATH Keywords: game options
MaRDI profile type: Publication
OpenAlex ID: W3124717519
cites work: On the properties of \(r\)-excessive mappings for a class of diffusions
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cites work: Q5342182
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cites work: A Two‐Person Game for Pricing Convertible Bonds
DOI: 10.1016/J.JEDC.2010.04.001
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5780070