Game options analysis of the information role of call policies in convertible bonds
Year of publication: |
September 2015
|
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Authors: | Leung, Chi Man ; Chen, Nan ; Kwok, Yue-Kuen |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 22.2015, 3/4, p. 297-335
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Subject: | Convertible bonds | call provision | signalling equilibrium | game options | Wandelanleihe | Convertible bond | Spieltheorie | Game theory | Signalling | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Ankündigungseffekt | Announcement effect |
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