Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299): Difference between revisions

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+.09351
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+ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS
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+Optimal stopping for dynamic convex risk measures
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+Optimal stopping for non-linear expectations. I
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+Optimal stopping for non-linear expectations. II
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+Time consistent dynamic risk processes
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+Exponential Hedging and Entropic Penalties
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+Representation of the penalty term of dynamic concave utilities
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+Optimal stopping under nonlinear expectation
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+Ecole d'ete de probabilités de Saint-Flour IX-1979. Ed. par P. L. Hennequin
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs
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+The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
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+On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
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+Game approach to the optimal stopping problem†
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+Martingale approach to stochastic differential games of control and stopping
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+Continuous exponential martingales and BMO
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+Game options
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+Dynkin's games and Israeli options
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+Game contingent claims in complete and incomplete markets
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+Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation
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+Forward indifference valuation of American options
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+Dynamic exponential utility indifference valuation
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+Optimal stopping under adverse nonlinear expectation and related games
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+Optimal Stopping With Multiple Priors
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+Publication:4553299