Pages that link to "Item:Q3327440"

The following pages link to Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski (Q3327440):

Displaying 35 items.

• Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
• Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← 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)
• Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
• Dynkin game with asymmetric information (Q1734208) (← 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)
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
• A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
• On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
• Playing with ghosts in a Dynkin game (Q2196542) (← links)
• The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
• Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
• Error estimates for binomial approximations of game put options (Q2510955) (← links)
• Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← 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>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← 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)
• Dynkin games with heterogeneous beliefs (Q4684850) (← 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)
• A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
• Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
• Zero-Sum Stopping Games with Asymmetric Information (Q5219718) (← links)
• Mean-field doubly reflected backward stochastic differential equations (Q6164087) (← links)