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Some calculations for Israeli options

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2005The Value of Zero-Sum Stopping Games in Continuous Time79 cited
2004Pricing derivatives of American and game type in incomplete markets77 cited
2009Optimal Stopping Games and Nash Equilibrium59 cited
2007CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS57 cited
2005Properties of game options50 cited
2013Dynkin's Games and Israeli Options45 cited
2008The McKean stochastic game driven by a spectrally negative Lévy process40 cited
2009The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process

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39 cited

2018Nash equilibria of threshold type for two-player nonzero-sum games of stopping38 cited

2004Further calculations for Israeli options34 cited

2005Perpetual convertible bonds in jump-diffusion models33 cited

2008A Class of Solvable Stopping Games31 cited