"The Dynkin game with regime switching and applications to pricing game ..."

Siyu Lv, Zhen Wu, Qing Zhang (2022)

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DOI: 10.1007/S10479-020-03656-Y

access: closed

type: Journal Article

metadata version: 2022-06-23

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Siyu Lv, Zhen Wu, Qing Zhang:
The Dynkin game with regime switching and applications to pricing game options. Ann. Oper. Res. 313(2): 1159-1182 (2022)

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