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Strategic analysis of the competitive exercise of certain financial options
8 references·2 citing·29 second hop
Strategic analysis of the competitive exercise of certain financial options (1984)Strategic analysis of the competitive exe…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Warrant exercise and bond conversion in competitive markets (1984)Warrant exercise and bond con…Warrant valuation and exercise strategy (1983)Warrant valuation and exercis…A contingent-claims valuation of convertible securities (1977)A contingent-claims valuation…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Equilibrium points of nonatomic games (1973)Equilibrium points of nonatom…Dividend Policy, Growth, and the Valuation of Shares (1961)Dividend Policy, Growth, and …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…On the Design of Contingent Capital with Market Trigger (2011)On the Design of Contingent C…Convertible debt: Valuation and conversion in complex capital structures (1991)Convertible debt: Valuation a…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Derivative Assets Analysis (1987)Warrant Exercise, Dividends, and Reinvestment Policy (1988)Robustness of option-like warrant valuation (1994)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of Rational Option Pricing (1973)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)Quantifying Credit Risk I: Default Prediction (2003)Equilibrium points in n -person games (1950)On a theorem of Schmeidler (1984)A Model of Financial Crises in Emerging Markets (2001)Bounding the inefficiency of equilibria in nonatomic congestion games (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Behavior of Stock-Market Prices (1965)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Investment under Uncertainty (1994)CONVERTIBLE BOND PRICING MODELS (2013)Market-Based Bank Capital Regulation (2013)Equity Recourse Notes: Creating Counter‐cyclical Bank Capital (2015)The use and pricing of convertible bonds (1996)Equilibrium Real Options Exercise Strategies with Multiple Players: The Case of Real Estate Markets (2006)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Law and Finance (1998)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
  • 1973Equilibrium points of nonatomic games553 cited
  • 1977A contingent-claims valuation of convertible securities491 cited
  • 1984Warrant exercise and bond conversion in competitive markets82 cited
  • 1983Warrant valuation and exercise strategy78 cited

Cited by

  • 2011On the Design of Contingent Capital with Market Trigger35 cited
  • 1991Convertible debt: Valuation and conversion in complex capital structures25 cited

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