A non-zero-sum game approach to convertible bonds: tax benefit, bankruptcy cost and early/late calls

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@article{abd74474a42a4b4094bb70e402d5eb99,

title = "A non-zero-sum game approach to convertible bonds: tax benefit, bankruptcy cost and early/late calls",

author = "Min Dai and Nan Chen",

year = "2013",

month = jan,

doi = "https://doi.org/10.1111/j.1467-9965.2011.00488.x",

language = "English",

volume = "23",

pages = "57--93",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "1",

}

TY - JOUR

T1 - A non-zero-sum game approach to convertible bonds: tax benefit, bankruptcy cost and early/late calls

AU - Dai, Min

AU - Chen, Nan

PY - 2013/1

Y1 - 2013/1

U2 - https://doi.org/10.1111/j.1467-9965.2011.00488.x

DO - https://doi.org/10.1111/j.1467-9965.2011.00488.x

M3 - Journal article

SN - 0960-1627

VL - 23

SP - 57

EP - 93

JO - Mathematical Finance

JF - Mathematical Finance

IS - 1

ER -