GAME CALL OPTIONS REVISITED (Q5411399): Difference between revisions

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+MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE
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+On the optimal stopping problem for one-dimensional diffusions.
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+Q5580119
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+Optimal Stopping Games for Markov Processes
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+On the value of optimal stopping games
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+PERPETUAL CANCELLABLE AMERICAN CALL OPTION
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+The Wiener Sequential Testing Problem with Finite Horizon
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+Optimal Stopping and the American Put
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+Game options
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+Game contingent claims in complete and incomplete markets
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+CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
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+Some calculations for Israeli options
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+A change-of-variable formula with local time on curves
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+On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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