Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach"
written by Natsumi Ochiai, Masamitsu Ohnishi,
published by Journal of Mathematical Finance, Vol.5 No.4, 2015

has been cited by the following article(s):

[1]	Valuation of a Game Swaption under the Generalized Ho–Lee Model


[2]	Soft Bond Game Options Valuation in Discrete Time Using a Fuzzy-Stochastic Approach
	International Journal of Fuzzy …, 2022

[3]	Game-theoretic modeling of market participants' behavior: case of Russian Adjustable-Rate Bonds with Puts
	2020

[4]	Path-dependent game options with Asian features
	2020

[5]	一般化 Ho-Lee モデルに基づくゲーム・フォワード・スワ
	数理解析研究所講究録, 2017

[6]	一般化 Ho-Lee モデルに基づくゲーム・フォワード・スワップションの価格評価 (確率的環境下における数理モデルの理論と応用)
	2017

[7]	Valuation of Game Swaptions under the Generalized Ho-Lee Model
	2016

[8]	Valuation of a Game Swaption under the Generalized Ho-Lee Model (Mathematical Models of Decision Making under Uncertainty and Ambiguity and Related …
	2016

[1]	Soft Bond Game Options Valuation in Discrete Time Using a Fuzzy-Stochastic Approach International Journal of Fuzzy Systems, 2022 DOI:10.1007/s40815-022-01258-3

[2]	Path-dependent game options with Asian features Chaos, Solitons & Fractals, 2020 DOI:10.1016/j.chaos.2020.110412

[3]	Valuation of Game Swaptions under the Generalized Ho-Lee Model Journal of Mathematical Finance, 2016 DOI:10.4236/jmf.2016.65065

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