Journal of Mathematical Finance

Vol.5 No.4(2015), Paper ID 61466, 11 pages

DOI:10.4236/jmf.2015.54035

 

Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach

 

Natsumi Ochiai, Masamitsu Ohnishi

 

Graduate School of Economics, Osaka University, Osaka, Japan
Graduate School of Economics, Osaka University, Osaka, Japan

 

Copyright © 2015 Natsumi Ochiai, Masamitsu Ohnishi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Ochiai, N. and Ohnishi, M. (2015) Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach. Journal of Mathematical Finance, 5, 412-422. doi: 10.4236/jmf.2015.54035.
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