GAME CALL OPTIONS REVISITED
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/mafi.12000/fullpdf
Reference19 articles.
1. Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective;Alvarez;Math. Finance,2010
2. On the Optimal Stopping Problem for One-Dimensional Diffusions;Dayanik;Stoch. Process. Appl.,2003
3. Game Variant of a Problem on Optimal Stopping;Dynkin;Soviet Math. Dokl.,1969
4. Optimal Stopping Games for Markov Processes;Ekström;SIAM J. Control Optim.,2008
5. On the Value of Optimal Stopping Games;Ekström;Ann. Appl. Probab.,2006
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. On the American style futures contracts;Croatian operational research review;2024
2. Perpetual cancellable American options with convertible features;Modern Stochastics: Theory and Applications;2023
3. Pricing cancellable American put options on the finite time horizon;Journal of Futures Markets;2022-04-19
4. Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon;Electronic Journal of Probability;2022-01-01
5. A Dynkin Game on Assets with Incomplete Information on the Return;Mathematics of Operations Research;2021-02
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