The following pages link to Game options (Q5926476):
Displaying 50 items.
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Hedging of game options with the presence of transaction costs (Q389062) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- Game contingent claims in complete and incomplete markets (Q705897) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- On the value of optimal stopping games (Q862220) (← links)
- Properties of game options (Q883071) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- A game options approach to the investment problem with convertible debt financing (Q991402) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Callable Russian options and their optimal boundaries (Q1040034) (← links)
- Valuation of game options in jump-diffusion model and with applications to convertible bonds (Q1040052) (← links)
- Intervention options in life insurance (Q1394965) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- Dynkin game with asymmetric information (Q1734208) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- An evolutionary finance model with a risk-free asset (Q2022939) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Saddle point equilibrium model for uncertain discrete systems (Q2157003) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- Time consistent pricing of options with embedded decisions (Q2180301) (← links)
- Strategic bank closure and deposit insurance valuation (Q2183313) (← links)
- Playing with ghosts in a Dynkin game (Q2196542) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Subgame perfect equilibria in stopping games (Q2248908) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Preemption games under Lévy uncertainty (Q2345229) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Path-dependent game options: a lookback case (Q2447511) (← links)
- The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
- Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
- LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (Q2875729) (← links)
