A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liang-Chih Liu, Tian-Shyr Dai, Hao-Han Chang and Lei Zhou
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Liang-Chih ; Dai, Tian-Shyr ; Chang, Hao-Han ; Zhou, Lei |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 11, p. 2021-2045
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| Subject: | Bellman equation | Convertible bond | Executive/Employee stock option | Intertemporal exercise | State-transition forest | Kapitalstruktur | Capital structure | Wandelanleihe | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Forstwirtschaft | Forestry | Forstpolitik | Forest policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2120412 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490918