The valuation of game option with random discounting

MaRDI QIDQ3072299zbMATH OpenFDO

Authors Lei Wang, Zhi Ming Jin, Yan Xiao

Publication date 5 February 2011

zbMATH Keywords

excessive functiongame optionrandom discounting

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• scientific article; zbMATH DE number 5309849 (Why is no real title available?)

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