Pages that link to "Item:Q3429336"
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The following pages link to Pricing Israeli options: a pathwise approach (Q3429336):
Displaying 8 items.
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Valuation of game options in jump-diffusion model and with applications to convertible bonds (Q1040052) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
