Pages that link to "Item:Q3162604"
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The following pages link to The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (Q3162604):
Displaying 25 items.
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- Stochastic differential games with a varying number of players (Q479322) (← links)
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Dynamic Bertrand oligopoly (Q626425) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Dynkin game with asymmetric information (Q1734208) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Non-linear Dynkin games over split stopping times (Q2105396) (← links)
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- Playing with ghosts in a Dynkin game (Q2196542) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Subgame-perfect equilibria in stochastic timing games (Q2402814) (← links)
- The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
- On identifying subgame-perfect equilibrium outcomes for timing games (Q2675434) (← links)
- Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
- Dynkin games with heterogeneous beliefs (Q4684850) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)
- Approximation of value function of differential game with minimal cost (Q5037481) (← links)
- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (Q5233176) (← links)
