Game Options in an Imperfect Market with Default.
Roxana DumitrescuMarie Claire QuenezAgnès SulemPublished in: SIAM J. Financial Math. (2017)
Keyphrases
- option pricing
- imperfect information
- payoff functions
- game theory
- computer games
- video games
- nash equilibrium
- equilibrium strategies
- virtual world
- educational games
- game play
- stock price
- game playing
- pricing mechanism
- game theoretic
- game based learning
- trading agent competition
- stock market
- cooperative
- trading agents
- real option
- learning games
- market share
- online game
- real time strategy games
- cooperative game
- game design
- decision making