Strategic analysis of the competitive exercise of certain financial options
In this paper, the authors apply to the theory of options pricing results of \textit{D. Schmeidler} [J. Stat. Phys. 1973, 295-300 (1973)] on the existence of Cournot-Nash equilibria in nonatomic games. The authors also consider situations when ''one individual controls the exercise of all the claims but is constrained to exercise them in one block.''
scientific article; zbMATH DE number 3880381