Dynkin games with Poisson random intervention times
Download full text from publisher
References listed on IDEAS
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 1999. "Stopping Games with Randomized Strategies," Discussion Papers 1258, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Erhan Bayraktar & Song Yao, 2015. "On the Robust Dynkin Game," Papers 1506.09184, arXiv.org, revised Sep 2016.
- Touzi, N. & Vieille, N., 1999.
"Continuous-Time Dynkin Games with Mixed Strategies,"
Papiers d'Economie MathÃ©matique et Applications
1999.112, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Nicolas Vieille & Nizar Touzi, 2002. "Continuous-Time Dynkin Games with Mixed Strategies," Post-Print hal-00465013, HAL.
- Brennan, M J & Schwartz, Eduardo S, 1977. "Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion," Journal of Finance, American Finance Association, vol. 32(5), pages 1699-1715, December.
- Huiwen Yan & Zhou Yang & Fahuai Yi & Gechun Liang, 2015. "Dynkin Game of Convertible Bonds and Their Optimal Strategy," Papers 1503.08961, arXiv.org.
- Tomasz Bielecki & Stephane Crepey & Monique Jeanblanc & Marek Rutkowski, 2008. "Arbitrage pricing of defaultable game options with applications to convertible bonds," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 795-810.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-GTH-2018-03-26 (Game Theory)
- NEP-HPE-2018-03-26 (History & Philosophy of Economics)
- NEP-MIC-2018-03-26 (Microeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1803.00329. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators). General contact details of provider: http://arxiv.org/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.