Valuation of Game Options in Jump-Diffusion Model and with Applications to Convertible Bonds.
Lei WangZhiming JinPublished in: Adv. Decis. Sci. (2009)
Keyphrases
- diffusion model
- convertible bonds
- pricing model
- real option
- option pricing
- game theory
- financial crisis
- anisotropic diffusion
- information diffusion
- black scholes
- game playing
- game theoretic
- diffusion process
- imperfect information
- decision making
- life cycle
- edge detection
- nash equilibrium
- empirical analysis
- decision makers
- cooperative