SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating
2 references·3 citing·20 second hop
Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating (1986)Optimal Stopping in Sequential Games With…Zero-sum Markov games with stopping and impulsive strategies (1982)Zero-sum Markov games with st…Sur un problème de dynkin (1977)Sur un problème de dynkinHedging of game options under model uncertainty in discrete time (2014)Hedging of game options under…Hedging with risk for game options in discrete time (2007)Hedging with risk for game op…Game contingent claims in complete and incomplete markets (2004)Game contingent claims in com…Nonlinear variational inequalities and differential games with stopping times (1974)Contrôle impulsionnel des processus de Markov (1978)On a randomized strategy in Neveu's stopping problem (1985)A Nonzero-Sum Extension of Dynkin's Stopping Problem (1987)Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications (2020)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)Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (1996)Statistics of Random Processes (2001)Stochastic Finance: An Introduction in Discrete Time (2002)A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (2006)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation (2008)On the robust Dynkin game (2017)Diffusion processes with continuous coefficients, I (1969)Théorie probabiliste du contrôle des diffusions (1976)Nonzero-Sum Stochastic Games (1999)The Value of Zero-Sum Stopping Games in Continuous Time (2005)The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (2010)
this work references cited by second hop

References

  • 1977Sur un problème de dynkin101 cited
  • 1982Zero-sum Markov games with stopping and impulsive strategies73 cited

Cited by

  • 2004Game contingent claims in complete and incomplete markets24 cited
  • 2007Hedging with risk for game options in discrete time23 cited
  • 2014Hedging of game options under model uncertainty in discrete time21 cited

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