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Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games. (2015). Bayraktar, Erhan ; Yao, Song.
In: Papers.
RePEc:arx:papers:1412.2053.

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Cites: 47

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  1. Non-linear Dynkin games over split stopping times. (2023). Marzougue, Mohamed.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002346.

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  2. Doubly reflected BSDEs with stochastic quadratic growth: Around the predictable obstacles. (2023). Rhazlane, C E ; Hassani, M ; Essaky, E H.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:163:y:2023:i:c:p:473-497.

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  3. The Dynkin game with regime switching and applications to pricing game options. (2022). Zhang, Qing ; Wu, Zhen ; Lv, Siyu.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03656-y.

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  4. Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games. (2021). Klimsiak, Tomasz.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:134:y:2021:i:c:p:208-239.

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  5. Arbitrage-Free Pricing of Game Options in Nonlinear Markets. (2018). Rutkowski, Marek ; Kim, Edward ; Nie, Tianyang.
    In: Papers.
    RePEc:arx:papers:1807.05448.

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  6. On the Robust Dynkin Game. (2016). Bayraktar, Erhan ; Yao, Song.
    In: Papers.
    RePEc:arx:papers:1506.09184.

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References

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