A Two-Person Game for Pricing Convertible Bonds.

Mihai Sîrbu Steven E. Shreve

Published in: SIAM J. Control. Optim. (2006)

Keyphrases

convertible bonds
pricing model
financial crisis
game theory
video games
computer games
nash equilibrium
game play
black scholes
credit risk
game theoretic
using artificial neural networks
option pricing
bi level
game playing
stock exchange
early warning
multi agent systems
optimal strategy
supply chain