Numerical scheme for Dynkin games under model uncertainty (Q1663906)

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Numerical scheme for Dynkin games under model uncertainty
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    Statements

    title
    Numerical scheme for Dynkin games under model uncertainty (English)
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    author
    Yan Dolinsky
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    Benjamin Gottesman
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    publication date
    24 August 2018
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    zbMATH Keywords
    Dynkin games
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    game options
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    model uncertainty
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    Skorokhod embedding
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    cites work
    Q5580119
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    Game options
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    Q4114574
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    Identifiers

    DOI
    10.1214/18-EJP198
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    zbMATH DE Number
    6924686
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    arXiv ID
    1707.00033
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