Pages that link to "Item:Q1887275"
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The following pages link to Pricing derivatives of American and game type in incomplete markets (Q1887275):
Displaying 25 items.
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Dynkin game with asymmetric information (Q1734208) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
- UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- A zero-sum competitive multi-player game (Q4898891) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- A Dynkin game with asymmetric information (Q5410809) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)