Pages that link to "Item:Q705897"
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The following pages link to Game contingent claims in complete and incomplete markets (Q705897):
Displaying 11 items.
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
- Option pricing in discrete-time incomplete market models (Q2707152) (← links)
- ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- PERPETUAL CANCELLABLE AMERICAN CALL OPTION (Q4919614) (← links)
- GAME CALL OPTIONS REVISITED (Q5411399) (← links)