Pages that link to "Item:Q3327440"
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The following pages link to Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski (Q3327440):
Displayed 22 items.
- Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- On the value of optimal stopping games (Q862220) (← links)
- Properties of game options (Q883071) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Non zero-sum stopping games of symmetric Markov processes (Q1085895) (← links)
- Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint (Q1819816) (← links)
- Two-player nonzero-sum stopping games in discrete time. (Q1889797) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- On a decomposition result in a Dynkin stopping game (Q2997964) (← links)
- Hedging of swing game options in continuous time (Q3108368) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239) (← links)
- Dynkin games and martingale methods (Q3685772) (← links)
- Constrained dynkin's stopping problem with continuous parameter (Q3833462) (← links)
- On Existence of a nash equilibrium point in <i>N</i>‐person non‐zero sum stochastic jump differential games (Q4711801) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)