SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Non-zero-sum discrete parameter stochastic games with stopping times
2 references·1 citing·12 second hop
Non-zero-sum discrete parameter stochastic games with stopping times (1986)Non-zero-sum discrete parameter stochasti…Dynkin games and martingale methods (1984)Dynkin games and martingale m…Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems (1977)Nonzero-Sum Stochastic Differ…Game contingent claims in complete and incomplete markets (2004)Game contingent claims in com…Stochastic Differential Equations and Applications (1976)Stochastic differential equations and applications (1977)Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski (1984)Non zero-sum stopping games of symmetric Markov processes (1987)Reflected BSDE with a constraint and its applications in an incomplete market (2010)Dynkin's Games and Israeli Options (2013)A contingent-claims valuation of convertible securities (1977)CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION (1977)Optimal replication of contingent claims under transaction costs (1989)Nonzero-Sum Stochastic Games (1999)Optimal Stopping Games for Markov Processes (2008)The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (2010)
this work references cited by second hop

References

  • 1977Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems108 cited
  • 1984Dynkin games and martingale methods57 cited

Cited by

  • 2004Game contingent claims in complete and incomplete markets24 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work