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Article: Game Call Options Revisited

TitleGame Call Options Revisited
Authors
Yam, SYung, SPZhou, W
Keywordsδ-penalty game call options
American down-and-out call options
Local time
Optimal stopping (Dynkin) games
Issue Date2014
Citation
Mathematical Finance, 2014, v. 24 n. 1, p. 173-206 How to Cite?
DOI: http://dx.doi.org/10.1111/mafi.12000
Persistent Identifierhttp://hdl.handle.net/10722/202984
ISI Accession Number ID
WOS:000328399900008

 

DC FieldValueLanguage
dc.contributor.authorYam, Sen_US
dc.contributor.authorYung, SPen_US
dc.contributor.authorZhou, Wen_US
dc.date.accessioned2014-09-19T11:06:53Z-
dc.date.available2014-09-19T11:06:53Z-
dc.date.issued2014en_US
dc.identifier.citationMathematical Finance, 2014, v. 24 n. 1, p. 173-206en_US
dc.identifier.urihttp://hdl.handle.net/10722/202984-
dc.languageengen_US
dc.relation.ispartofMathematical Financeen_US
dc.subjectδ-penalty game call options-
dc.subjectAmerican down-and-out call options-
dc.subjectLocal time-
dc.subjectOptimal stopping (Dynkin) games-
dc.titleGame Call Options Revisiteden_US
dc.typeArticleen_US
dc.identifier.emailYung, SP: spyung@hku.hken_US
dc.identifier.authorityYung, SP=rp00838en_US
dc.description.naturelink_to_OA_fulltext-
dc.identifier.doi10.1111/mafi.12000en_US
dc.identifier.scopuseid_2-s2.0-84890238558-
dc.identifier.hkuros237095en_US
dc.identifier.volume24en_US
dc.identifier.spage173en_US
dc.identifier.epage206en_US
dc.identifier.isiWOS:000328399900008-

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