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

• Main Authors: Chen, N., Dai, M., Wan, X.
• 其他作者: MATHEMATICS
• 格式: Article
• 出版: 2014
• 主題: Convertible bonds; Credit risk; Late and early calls; Nash equilibrium; Stochastic game; Tax benefit; Variational inequalities
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/102702
• 機構: National University of Singapore

10.1111/j.1467-9965.2011.00488.x