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"Game Options in an Imperfect Market with Default."

Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem (2017)

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DOI: 10.1137/16M1109102

access: closed

type: Journal Article

metadata version: 2018-03-13

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  - journals/siamfm/DumitrescuQS17
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  - https://dblp.org/rec/journals/siamfm/DumitrescuQS17
Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem:
Game Options in an Imperfect Market with Default. SIAM J. Financial Math. 8(1): 532-559 (2017)

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