Game Options in an Imperfect Market with Default (Q4607043)
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scientific article; zbMATH DE number 6849031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Game Options in an Imperfect Market with Default |
scientific article; zbMATH DE number 6849031 |
Statements
Game Options in an Imperfect Market with Default (English)
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12 March 2018
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game options
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imperfect markets
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generalized Dynkin games
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nonlinear expectations
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backward stochastic differential equations
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nonlinear pricing
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superhedging price
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doubly reflected backward stochastic differential equations
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