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ArticleGame options

Yuri Kifer2000

Article2000

Game options

204 citations·0/0 files stored·Finance and Stochastics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Game Theory and Applications

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2006Mixed Zero-Sum Stochastic Differential Game and American Game Options 2008Optimal Stopping Games for Markov Processes 2010The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options 2005The Value of Zero-Sum Stopping Games in Continuous Time 2006A Two‐Person Game for Pricing Convertible Bonds 2008Arbitrage pricing of defaultable game options with applications to convertible bonds 2007STOCK LOANS 2009Optimal Stopping Games and Nash Equilibrium

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Year2000

Typearticle

Published2000-08-01

VenueFinance and Stochastics

ISSN-L0949-2984

Languageen

Citations204

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/pl00013527

openalex_workW4235532391

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