Valuation of game options in jump-diffusion model and with applications to convertible bonds.
Wang, Lei, Jin, Zhiming (2009)
Journal of Applied Mathematics and Decision Sciences
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Defaultable game options in a hazard process model.”
Valuation of game options in jump-diffusion model and with applications to convertible bonds.
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
Stefan Ankirchner, Peter Imkeller (2005)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
State tameness: a new approach for credit constrains.
Londoño, Jaime A. (2004)
Electronic Communications in Probability [electronic only]
Similarity:
A stochastic model for the financial market with discontinuous prices.
Minkova, Leda D. (1996)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
A note on the Poisson disorder problem
M. Davis (1976)
Banach Center Publications
Similarity:
A note on stochastic integration with respect to optional semimartingales.
Kühn, Christoph, Stroh, Maximilian (2009)
Electronic Communications in Probability [electronic only]
Similarity:
Martingale measures in the market with restricted information.
Yang, Jianqi, Yan, Haifeng, Liu, Limin (2006)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Some remarks on the theory of stochastic integration
Jia-An Yan (1991)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks on the optional decomposition theorem
Christophe Stricker, Jia-An Yan (1998)
Séminaire de probabilités de Strasbourg
Similarity:
Martingale selection problem and asset pricing in finite discrete time.
Rokhlin, Dmitry B. (2007)
Electronic Communications in Probability [electronic only]
Similarity: