Numerical scheme for Dynkin games under model uncertainty (Q1663906)
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scientific article; zbMATH DE number 6924686
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| default for all languages | No label defined |
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| English | Numerical scheme for Dynkin games under model uncertainty |
scientific article; zbMATH DE number 6924686 |
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Numerical scheme for Dynkin games under model uncertainty (English)
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24 August 2018
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Dynkin games
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game options
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model uncertainty
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Skorokhod embedding
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0.7677203416824341
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0.7667281031608582
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0.7587960362434387
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0.7572500109672546
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0.7543331384658813
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