Convertible Bonds: Financial Derivatives of Game Type

By Jan Kallsen, Christoph Kühn. 2005

51 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/8bcdb5b677eb6a4348dafd43d3c54af4dd2cd179

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Tomasz R. Bielecki
2. Monique Jeanblanc
3. Marek Rutkowski
4. St'ephane Cr'epey
5. Damiano Brigo
6. Rüdiger Frey
7. Huyen Pham
8. Agostino Capponi

Citations in the corpus

• About the Pricing Equations in Finance (2011, background): “9 in Kallsen and Kühn [72] (see Bielecki et al.”
• Arbitrage pricing of defaultable game options with applications to convertible bonds (2008, methodology): “(i) The case of dividend-paying game options is not explicitly dealt with by Kifer (2000) or Kallsen and Kühn (2005). Nevertheless, as we shall argue in what follows, all the results in Kallsen and Kühn (2005) can be extended to this situation. (ii) In Kallsen and Kühn (2005), the payoff processes L”