The option game

DOI10.1007/s10598-021-09507-0zbMath1460.91273OpenAlexW3127070085MaRDI QIDQ830996

V. V. Morozov

Publication date: 10 May 2021

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10598-021-09507-0

zbMATH Keywords

saddle pointoptionzero-sum gamebest response function

Mathematics Subject Classification ID

Other game-theoretic models (91A40) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The Pricing of Options and Corporate Liabilities
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