Showing 1 - 10 of 12,146
This paper studies two player stopping games in a discrete time multiple prior framework with a finite time horizon. Optimal stopping times as well as recursive formulas for the value processes of the games are derived. These results are used to characterize the set of no-arbitrage prices for a...
Persistent link: https://www.econbiz.de/10012016141
Persistent link: https://www.econbiz.de/10000816850
Persistent link: https://www.econbiz.de/10001659056
Persistent link: https://www.econbiz.de/10001638529
Persistent link: https://www.econbiz.de/10001430508
Persistent link: https://www.econbiz.de/10002059501
Persistent link: https://www.econbiz.de/10001473102
Persistent link: https://www.econbiz.de/10001246584
Persistent link: https://www.econbiz.de/10000931639
Persistent link: https://www.econbiz.de/10001373111