Pages that link to "Item:Q3754524"
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The following pages link to Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating (Q3754524):
Displaying 18 items.
- Game contingent claims in complete and incomplete markets (Q705897) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Equilibrium exit in stochastically declining industries (Q1191822) (← links)
- A stopping game in a stochastic and fuzzy environment. (Q1596980) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint (Q1819816) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- Dynkin game under \(g\)-expectation in continuous time (Q2189342) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Saddle points of discrete Markov zero-sum game with stopping (Q2391503) (← links)
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Optimal stopping and strong approximation theorems† (Q3429344) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
