The following pages link to Properties of game options (Q883071):
Displaying 23 items.
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- On the value of optimal stopping games (Q862220) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- A game options approach to the investment problem with convertible debt financing (Q991402) (← 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)
- Path-dependent game options with Asian features (Q2128183) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Time consistent pricing of options with embedded decisions (Q2180301) (← links)
- Strategic bank closure and deposit insurance valuation (Q2183313) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- Path-dependent game options: a lookback case (Q2447511) (← links)
- A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
- MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE (Q3161744) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)
- A Dynkin game with asymmetric information (Q5410809) (← links)
- Equilibrium in two-player non-zero-sum Dynkin games in continuous time (Q5410819) (← links)
- Monotonicity of implied volatility for perpetual put options (Q6198979) (← links)
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
- On the value of a time-inconsistent mean-field zero-sum Dynkin game (Q6631640) (← links)
- Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms (Q6670907) (← links)
