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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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

id	sg-nus-scholar.10635-102702
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spelling	sg-nus-scholar.10635-1027022023-10-25T23:18:09Z A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls Chen, N. Dai, M. Wan, X. MATHEMATICS Convertible bonds Credit risk Late and early calls Nash equilibrium Stochastic game Tax benefit Variational inequalities 10.1111/j.1467-9965.2011.00488.x Mathematical Finance 23 1 57-93 2014-10-28T02:28:41Z 2014-10-28T02:28:41Z 2013-01 Article Chen, N., Dai, M., Wan, X. (2013-01). A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls. Mathematical Finance 23 (1) : 57-93. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9965.2011.00488.x 09601627 http://scholarbank.nus.edu.sg/handle/10635/102702 000313550300003 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Convertible bonds Credit risk Late and early calls Nash equilibrium Stochastic game Tax benefit Variational inequalities
spellingShingle	Convertible bonds Credit risk Late and early calls Nash equilibrium Stochastic game Tax benefit Variational inequalities Chen, N. Dai, M. Wan, X. A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls
description	10.1111/j.1467-9965.2011.00488.x
author2	MATHEMATICS
author_facet	MATHEMATICS Chen, N. Dai, M. Wan, X.
format	Article
author	Chen, N. Dai, M. Wan, X.
author_sort	Chen, N.
title	A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls
title_short	A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls
title_full	A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls
title_fullStr	A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls
title_full_unstemmed	A nonzero-sum game approach to convertible bonds: Tax benefit, bankruptcy cost, and early/late calls
title_sort	nonzero-sum game approach to convertible bonds: tax benefit, bankruptcy cost, and early/late calls
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/102702
_version_	1781787625724575744

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

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