Properties of game options
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-005-0027-3.pdf
Reference13 articles.
1. Alvarez LHR (2003) On the properties of r-excessive mappings for a class of diffusions. Ann Appl Probab 13(4):1517–1533
2. Borodin AN, Salminen P (2002) Handbook of Brownian motion – facts and formulae 2nd edn. Probability and its applications, Birkhäuser Verlag, Basel
3. Dayanik S, Karatzas I (2003) On the optimal stopping problem for one-dimensional diffusions. Stoch Process Appl 107(2):173–212
4. Dynkin EB (1963) Optimal choice of the stopping moment of a Markov process. Dokl Akad Nauk SSSR 150:238–240
5. Dynkin EB (1965) Markov processes vol II. Springer, Berlin Heidelberg New York
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