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- Publisher Website: 10.1111/mafi.12000
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Article: Game Call Options Revisited
Title | Game Call Options Revisited |
---|---|
Authors | |
Keywords | δ-penalty game call options American down-and-out call options Local time Optimal stopping (Dynkin) games |
Issue Date | 2014 |
Citation | Mathematical Finance, 2014, v. 24 n. 1, p. 173-206 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/202984 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yam, S | en_US |
dc.contributor.author | Yung, SP | en_US |
dc.contributor.author | Zhou, W | en_US |
dc.date.accessioned | 2014-09-19T11:06:53Z | - |
dc.date.available | 2014-09-19T11:06:53Z | - |
dc.date.issued | 2014 | en_US |
dc.identifier.citation | Mathematical Finance, 2014, v. 24 n. 1, p. 173-206 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/202984 | - |
dc.language | eng | en_US |
dc.relation.ispartof | Mathematical Finance | en_US |
dc.subject | δ-penalty game call options | - |
dc.subject | American down-and-out call options | - |
dc.subject | Local time | - |
dc.subject | Optimal stopping (Dynkin) games | - |
dc.title | Game Call Options Revisited | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yung, SP: spyung@hku.hk | en_US |
dc.identifier.authority | Yung, SP=rp00838 | en_US |
dc.description.nature | link_to_OA_fulltext | - |
dc.identifier.doi | 10.1111/mafi.12000 | en_US |
dc.identifier.scopus | eid_2-s2.0-84890238558 | - |
dc.identifier.hkuros | 237095 | en_US |
dc.identifier.volume | 24 | en_US |
dc.identifier.spage | 173 | en_US |
dc.identifier.epage | 206 | en_US |
dc.identifier.isi | WOS:000328399900008 | - |