Pages that link to "Item:Q1952697"

The following pages link to Dynkin's games and Israeli options (Q1952697):

Displaying 16 items.

• Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles (Q281870) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
• Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
• Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
• On zero-sum optimal stopping games (Q1630415) (← links)
• Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
• On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
• Error estimates for binomial approximations of game put options (Q2510955) (← links)
• A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
• Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
• Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
• Stochastic Games (Q5149735) (← links)
• Perpetual cancellable American options with convertible features (Q6067091) (← links)