The Dynkin game with regime switching and applications to pricing game options (Q2151666)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dynkin game with regime switching and applications to pricing game options |
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The Dynkin game with regime switching and applications to pricing game options (English)
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5 July 2022
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optimal stopping games
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regime switching
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variational inequalities
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viscosity solutions
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game options
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