Pages that link to "Item:Q2151666"
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The following pages link to The Dynkin game with regime switching and applications to pricing game options (Q2151666):
Displaying 7 items.
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Non-linear Dynkin games over split stopping times (Q2105396) (← links)
- Solving finite time horizon Dynkin games by optimal switching (Q2956502) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
- Solving a class of zero-sum stopping game with regime switching (Q6636448) (← links)
