A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls

A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls

10.1111/j.1467-9965.2011.00488.x

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Bibliographic Details
Main Authors: Chen, N., Dai, M., Wan, X.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Convertible bonds
Credit risk
Late and early calls
Nash equilibrium
Stochastic game
Tax benefit
Variational inequalities
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102702
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/102702

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