The Dynkin game with regime switching and applications to pricing game options
Siyu Lv, Zhen Wu, Qing Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Lv, Siyu ; Wu, Zhen ; Zhang, Qing |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1159-1182
|
| Subject: | Optimal stopping games | Regime switching | Variational inequalities | Viscosity solutions | Game options | Spieltheorie | Game theory | Suchtheorie | Search theory | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-020-03656-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342097