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PERPETUAL CANCELLABLE AMERICAN CALL OPTION
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PERPETUAL CANCELLABLE AMERICAN CALL OPTION (2011)PERPETUAL CANCELLABLE AMERICAN CALL OPTIONThe Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (2010)The Continuous Time Nonzero-S…Optimal Stopping Games and Nash Equilibrium (2009)Optimal Stopping Games and Na…Optimal Stopping Games for Markov Processes (2008)Optimal Stopping Games for Ma…A Class of Solvable Stopping Games (2008)A Class of Solvable Stopping …CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (2007)CALLABLE PUTS AS COMPOSITE EX…A Change-of-Variable Formula with Local Time on Surfaces (2007)A Change-of-Variable Formula …On the value of optimal stopping games (2006)On the value of optimal stopp…Properties of game options (2005)Properties of game optionsA Change-of-Variable Formula with Local Time on Curves (2005)A Change-of-Variable Formula …Some calculations for Israeli options (2004)Some calculations for Israeli…Handbook of Brownian Motion - Facts and Formulae (2002)Handbook of Brownian Motion -…Game options (2000)Game optionsMethods of Mathematical Finance (1998)Methods of Mathematical Finan…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Handbook of Brownian Motion — Facts and Formulae (1996)Handbook of Brownian Motion —…Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski (1984)Le jeu de dynkin en theorie g…Pricing derivatives of American and game type in incomplete markets (2004)The Value of Zero-Sum Stopping Games in Continuous Time (2005)Brownian Motion and Stochastic Calculus (2007)Stochastic differential equations and applications (2008)Optimal stopping and free-boundary problems (2006)On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (2018)Continuous Martingales and Brownian Motion (1999)Un Cours sur les Intégrales Stochastiques (2002)On the Constructions of the Skew Brownian Motion (2005)Stochastic Integration and Differential Equations (2005)Selling a stock at the ultimate maximum (2009)ON THE AMERICAN OPTION PROBLEM (2005)The trap of complacency in predicting the maximum (2007)Backward stochastic differential equations with reflection and Dynkin games (1996)Continuous-Time Dynkin Games with Mixed Strategies (2002)Mixed Zero-Sum Stochastic Differential Game and American Game Options (2006)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Intermediary Asset Pricing (2013)A Jump-Diffusion Model for Option Pricing (2002)Arbitrage Theory in Continuous Time (2004)A survey and some generalizations of Bessel processes (2003)A jump to default extended CEV model: an application of Bessel processes (2006)Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (2002)Pricing American Options: A Duality Approach (2004)Model Uncertainty and Option Markets with Heterogeneous Beliefs (2006)
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References

  • 1998Methods of Mathematical Finance2,335 cited
  • 1996Handbook of Brownian Motion — Facts and Formulae1,420 cited
  • 2002Handbook of Brownian Motion - Facts and Formulae1,149 cited
  • 1998Methods of Mathematical Finance888 cited
  • 2007A Change-of-Variable Formula with Local Time on Surfaces228 cited
  • 2000Game options204 cited
  • 2005A Change-of-Variable Formula with Local Time on Curves176 cited
  • 1984Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski115 cited
  • 2004Some calculations for Israeli options99 cited
  • 2008Optimal Stopping Games for Markov Processes85 cited
  • 2010The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options84 cited
  • 2009Optimal Stopping Games and Nash Equilibrium59 cited
  • 2006On the value of optimal stopping games59 cited
  • 2007CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS57 cited
  • 2005Properties of game options50 cited
  • 2008A Class of Solvable Stopping Games31 cited

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