Pages that link to "Item:Q4607043"

The following pages link to Game Options in an Imperfect Market with Default (Q4607043):

Displaying 14 items.

• Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
• American options in nonlinear markets (Q2042845) (← links)
• Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
• Path-dependent game options with Asian features (Q2128183) (← links)
• The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
• Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
• Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
• Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
• American options in an imperfect complete market with default (Q4615505) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
• Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
• Perpetual cancellable American options with convertible features (Q6067091) (← links)
• Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)