GAME CALL OPTIONS REVISITED (Q5411399)

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scientific article; zbMATH DE number 6287498
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English
GAME CALL OPTIONS REVISITED
scientific article; zbMATH DE number 6287498

    Statements

    title
    GAME CALL OPTIONS REVISITED (English)
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    author
    Sheung Chi Phillip Yam
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    Wei Zhou
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    Siu Pang Yung
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    publication date
    23 April 2014
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    zbMATH Keywords
    game call options
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    optimal stopping (Dynkin) games
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    free boundary
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    stopping region
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    Identifiers

    DOI
    10.1111/mafi.12000
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    Mathematics Subject Classification ID
    91G20
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    91G80
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    60G40
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    60G44
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    35R35
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    91A15
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    zbMATH DE Number
    6287498
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    OpenAlex ID
    W2140108588
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