A PDE View of Games Options
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References listed on IDEAS
- Jianming Xia & Xun Yu Zhou, 2007. "Stock Loans," Mathematical Finance, Wiley Blackwell, vol. 17(2), pages 307-317, April.
- Andreas Kyprianou, 2004. "Some calculations for Israeli options," Finance and Stochastics, Springer, vol. 8(1), pages 73-86, January.
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Cited by:
- Tsvetelin S. Zaevski, 2022. "Pricing cancellable American put options on the finite time horizon," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(7), pages 1284-1303, July.
- Zaevski, Tsvetelin S., 2020. "Discounted perpetual game call options," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
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This paper has been announced in the following NEP Reports:- NEP-HPE-2016-04-23 (History and Philosophy of Economics)
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