Dandan Song

Hunan University - School of Finance and Statistics

School of Finance and Statistics

Changsha, CA 410079

China

SCHOLARLY PAPERS

5

DOWNLOADS

789

SSRN CITATIONS
Rank 41,979

SSRN RANKINGS

Top 41,979

in Total Papers Citations

3

CROSSREF CITATIONS

14

Scholarly Papers (5)

1.
Downloads 240 (173,709)
Citation 8

Contingent Capital, Real Options and Agency Costs

Number of pages: 32 Posted: 06 Aug 2013 Last Revised: 12 Nov 2014
Dandan Song and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 240 (173,250)
Citation 2

Abstract:

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real options, contingent convertible bond, capital structure, agency costs

Contingent Capital, Real Options, and Agency Costs

International Review of Finance, Vol. 16, Issue 1, pp. 3-40, 2016
Number of pages: 38 Posted: 03 Mar 2016
Dandan Song and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 0
Citation 1

Abstract:

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2.

Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information

Number of pages: 24 Posted: 19 Mar 2012
Dandan Song and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 187 (218,874)

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Partial information, American option, Consumption utility-based indifference pricing, incomplete market

3.

High-Water Marks and Hedge Fund Management Contracts with Partial Information

Number of pages: 26 Posted: 12 Jan 2012 Last Revised: 14 May 2012
Dandan Song, Jinqiang Yang and Zhaojun Yang
Hunan University - School of Finance and Statistics, Shanghai University of Finance and Economics and Southern University of Science and Technology - Department of Finance
Downloads 145 (270,723)
Citation 1

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high-water mark, hedge fund, performance fee, partial information

4.

Learning, Pricing, Timing and Hedging of the Option to Invest for Perpetual Cash Flows with Idiosyncratic Risk

Number of pages: 39 Posted: 24 Sep 2013 Last Revised: 23 Jan 2014
Dandan Song, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 111 (329,895)
Citation 2

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Partial information, Hedging, Real options, Precautionary savings, Information value, Non-linear PDEs

5.

The Pricing and Timing of the Option to Invest for Cash Flows with Partial Information

Number of pages: 21 Posted: 05 Jan 2011 Last Revised: 20 Jan 2011
Zhaojun Yang, Dandan Song and Jinqiang Yang
Southern University of Science and Technology - Department of Finance, Hunan University - School of Finance and Statistics and affiliation not provided to SSRN
Downloads 106 (340,370)

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Partial information, Cash flows, Consumption utility-based indifference pricing, Real options, Implied information value