Properties of game options
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- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 1095739 (Why is no real title available?)
- Game options
- Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
- On the optimal stopping problem for one-dimensional diffusions.
- On the properties of \(r\)-excessive mappings for a class of diffusions
- Optimal Stopping of a Markov Process
- Some calculations for Israeli options
- \(L_{q}\) (\(L_{p}\)) theory and Hölder estimates for parabolic SPDEs
Cited in
(29)- On the value of optimal stopping games
- The Dynkin game with regime switching and applications to pricing game options
- Valuation of some game-type option with nonconstant volatility
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION
- The pricing and optimal strategies of callable warrants
- Strategic bank closure and deposit insurance valuation
- Path-dependent game options with Asian features
- On shortfall risk minimization for game options
- Nonzero-sum games of optimal stopping for Markov processes
- Perpetual game options with a multiplied penalty
- A class of solvable stopping games
- Path-dependent game options: a lookback case
- Solving an option game problem with finite expiration: optimizing terms of patent license agreements
- Valuation of Russian game option under a jump diffusion model
- Numerical scheme for Dynkin games under model uncertainty
- A game options approach to the investment problem with convertible debt financing
- Monotonicity of implied volatility for perpetual put options
- On the value of a time-inconsistent mean-field zero-sum Dynkin game
- Valuation of game options in jump-diffusion model and with applications to convertible bonds
- CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
- Time consistent pricing of options with embedded decisions
- Minimum guaranteed payments and costly cancellation rights: a stopping game perspective
- Equilibrium in two-player non-zero-sum Dynkin games in continuous time
- The valuation of game option with random discounting
- A zero-sum Poisson stopping game with asymmetric signal rates
- A Dynkin game with asymmetric information
- Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
- Error estimates for binomial approximations of game options
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
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