可赎回的可转换债券的博弈定价方法

[1] Optimal auction design. Myerson,R. Mathematics of Operations Research . 1981

[2] Defaulted bonds: demand, supply and performance 1987-1992. Altman,E. Financial Analysts Journal . 1993

[3] Using efault rates to model the term structure of credit risk. Fons,J. Financial Analysts Journal . 1994

[4] Turnbull.Pricing derivatives on financial securities subject to default risk. Jarrow,R. S. The Journal of Finance . 1995

[5] Bargaining under asymmetric information. Samuelson,W. Econometrica . 1984

[6] Learning in equilibrium models of arbitration. Gibbons,R. The American Economist . 1988

[7] Credit pretrial negotiation. Nalebuff,B. The Rand Journal of Economics . 1987

[8] Krishna.Finite repeated games. Benoit,J. P. V. Econometrica . 1985

[9] Tirole.Perfect bayesian equilibrium and sequential equilibrium. Fudenberg,D. J. Journal of Economic Theory . 1991

[1] Optimal auction design. Myerson,R. Mathematics of Operations Research . 1981

[2] Defaulted bonds: demand, supply and performance 1987-1992. Altman,E. Financial Analysts Journal . 1993

[3] Using efault rates to model the term structure of credit risk. Fons,J. Financial Analysts Journal . 1994

[4] Turnbull.Pricing derivatives on financial securities subject to default risk. Jarrow,R. S. The Journal of Finance . 1995

[5] Bargaining under asymmetric information. Samuelson,W. Econometrica . 1984

[6] Learning in equilibrium models of arbitration. Gibbons,R. The American Economist . 1988

[7] Credit pretrial negotiation. Nalebuff,B. The Rand Journal of Economics . 1987

[8] Krishna.Finite repeated games. Benoit,J. P. V. Econometrica . 1985

[9] Tirole.Perfect bayesian equilibrium and sequential equilibrium. Fudenberg,D. J. Journal of Economic Theory . 1991