Nonzero-Sum Optimal Stopping Games with Applications in Mathematical Finance

  • Natalie Attard

Student thesis: Phd

Abstract

See full text for abstract.
Date of Award1 Aug 2017
Original languageEnglish
Awarding Institution
  • The University of Manchester
SupervisorGoran Peskir (Supervisor) & Jonathan Bagley (Supervisor)

Keywords

  • Game options
  • Optimal stopping games
  • Markov processes
  • Nash equilibrium
  • Double partial superharmonic characterisation
  • Convertible bonds

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