Pages that link to "Item:Q1887265"
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The following pages link to Some calculations for Israeli options (Q1887265):
Displayed 34 items.
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Properties of game options (Q883071) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Callable Russian options and their optimal boundaries (Q1040034) (← links)
- Valuation of game options in jump-diffusion model and with applications to convertible bonds (Q1040052) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- Strategic bank closure and deposit insurance valuation (Q2183313) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Preemption games under Lévy uncertainty (Q2345229) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- Path-dependent game options: a lookback case (Q2447511) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← 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)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Dynkin games with heterogeneous beliefs (Q4684850) (← links)
- CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (Q4916240) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (Q5193009) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- A Dynkin game with asymmetric information (Q5410809) (← links)
- GAME CALL OPTIONS REVISITED (Q5411399) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)