Game options
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Publication:5926476
DOI10.1007/PL00013527zbMath1066.91042OpenAlexW4235532391MaRDI QIDQ5926476
Publication date: 1 March 2001
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00013527
Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Derivative securities (option pricing, hedging, etc.) (91G20)
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