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Game options (2000)Game optionsGeneralized Dynkin games and doubly reflected BSDEs with jumps (2016)Generalized Dynkin games and …Dynkin's Games and Israeli Options (2013)Dynkin's Games and Israeli Op…The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (2010)The Continuous Time Nonzero-S…About the Pricing Equations in Finance (2010)About the Pricing Equations i…Optimal Stopping Games and Nash Equilibrium (2009)Optimal Stopping Games and Na…Optimal Stopping Games for Markov Processes (2008)Optimal Stopping Games for Ma…Arbitrage pricing of defaultable game options with applications to convertible bonds (2008)Arbitrage pricing of defaulta…STOCK LOANS (2007)STOCK LOANSCALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (2007)CALLABLE PUTS AS COMPOSITE EX…On the value of optimal stopping games (2006)On the value of optimal stopp…Mixed Zero-Sum Stochastic Differential Game and American Game Options (2006)Mixed Zero-Sum Stochastic Dif…BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game (2006)BSDEs with two reflecting bar…A Two‐Person Game for Pricing Convertible Bonds (2006)A Two‐Person Game for Pricing…The Value of Zero-Sum Stopping Games in Continuous Time (2005)The Value of Zero-Sum Stoppin…Properties of game options (2005)Properties of game optionsA partial introduction to financial asset pricing theory (2001)A partial introduction to fin…The theory of games and the evolution of animal conflicts (1974)CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION (1977)Two-player nonZero–sum stopping games in discrete time (2004)Theory of rational option pricing (2005)Les Aspects Probabilistes Du Controle Stochastique (1981)Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski (1984)Backward stochastic differential equations with reflection and Dynkin games (1996)A class of nonzero-sum investment and reinsurance games subject to systematic risks (2016)Subgame-perfect equilibria in stochastic timing games (2017)Nash equilibria of threshold type for two-player nonzero-sum games of stopping (2018)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Credit Risk: Modeling, Valuation and Hedging (2004)Stochastic Integration and Differential Equations (2005)DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (2008)Equilibrium in two-player non-zero-sum Dynkin games in continuous time (2012)Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems (1977)Optimal stopping and free-boundary problems (2006)The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (2009)Brownian Motion and Stochastic Calculus (1998)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison (2008)A partial information non-zero sum differential game of backward stochastic differential equations with applications (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Adapted solution of a backward stochastic differential equation (1990)Handbook of Brownian Motion — Facts and Formulae (1996)Stochastic differential equations and applications (2008)Methods of Mathematical Finance (1998)Handbook of Brownian Motion - Facts and Formulae (2002)OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (2010)Real Options and American Derivatives: The Double Continuation Region (2014)Valuation of stock loans with jump risk (2014)On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (2018)
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  • 2006Mixed Zero-Sum Stochastic Differential Game and American Game Options109 cited
  • 2008Optimal Stopping Games for Markov Processes85 cited
  • 2010The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options84 cited
  • 2005The Value of Zero-Sum Stopping Games in Continuous Time79 cited
  • 2006A Two‐Person Game for Pricing Convertible Bonds68 cited
  • 2008Arbitrage pricing of defaultable game options with applications to convertible bonds61 cited
  • 2007STOCK LOANS60 cited
  • 2009Optimal Stopping Games and Nash Equilibrium59 cited
  • 2006On the value of optimal stopping games59 cited
  • 2006BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game57 cited
  • 2007CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS57 cited
  • 2005Properties of game options50 cited
  • 2001A partial introduction to financial asset pricing theory46 cited
  • 2013Dynkin's Games and Israeli Options45 cited
  • 2016Generalized Dynkin games and doubly reflected BSDEs with jumps42 cited

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  • 2010About the Pricing Equations in Finance42 cited