Valuation of game options in jump-diffusion model and with applications to convertible bonds.

Wang, Lei, and Jin, Zhiming. "Valuation of game options in jump-diffusion model and with applications to convertible bonds.." Journal of Applied Mathematics and Decision Sciences 2009 (2009): Article ID 945923, 17 p.-Article ID 945923, 17 p.. <http://eudml.org/doc/233211>.

@article{Wang2009,
author = {Wang, Lei, Jin, Zhiming},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 945923, 17 p.-Article ID 945923, 17 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Valuation of game options in jump-diffusion model and with applications to convertible bonds.},
url = {http://eudml.org/doc/233211},
volume = {2009},
year = {2009},
}

TY - JOUR
AU - Wang, Lei
AU - Jin, Zhiming
TI - Valuation of game options in jump-diffusion model and with applications to convertible bonds.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 945923, 17 p.
EP - Article ID 945923, 17 p.
LA - eng
UR - http://eudml.org/doc/233211
ER -