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	Some optimal stopping problems for pricing game options
	Yang, Bing; Yang, Yanrong; Meng, Lina
刊名	Proceedings of the 27th Chinese Control Conference, CCC
	2008
页码	582-586
关键词	Game option Optimal stopping problem RBSDE Zero-sum two player stochastic differential game
DOI	10.1109/CHICC.2008.4605610
会议名称	27th Chinese Control Conference, CCC
URL标识	查看原文
会议日期	16 July 2008 through 18 July 2008
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5574356
专题	山东大学
作者单位	Department of Applied Mathematics, Shandong University at Weihai, Weihai, Shandong 264209, China
推荐引用方式 GB/T 7714	Yang, Bing,Yang, Yanrong,Meng, Lina. Some optimal stopping problems for pricing game options[J]. Proceedings of the 27th Chinese Control Conference, CCC,2008:582-586.
APA	Yang, Bing,Yang, Yanrong,&Meng, Lina.(2008).Some optimal stopping problems for pricing game options.Proceedings of the 27th Chinese Control Conference, CCC,582-586.
MLA	Yang, Bing,et al."Some optimal stopping problems for pricing game options".Proceedings of the 27th Chinese Control Conference, CCC (2008):582-586.

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