Hernandez Urena, Luís Gustavo
Abstract
We study Game Options in financial markets with non constant parameter. Generalizations to the work by Yuri Kifer [101] are given which allow interest rates to be random. Game Options lead to a variety of interesting topics of study and applications, where techniques and ideas from different fields can be used.
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We study Game Options in financial markets with non constant parameter. Generalizations to the work by Yuri Kifer [101] are given which allow interest rates to be random. Game Options lead to a variety of interesting topics of study and applications, where techniques and ideas from different fields can be used.
Key concepts: Variety (cybernetics), Constant (computer programming), Interest rate, Game theory, Financial market, Computer science, Mathematical economics, Work (physics)