منابع مشابه
Some calculations for Israeli options
Recently Kifer (2000) introduced the concept of an Israeli (or Game) option. That is a general American-type option with the added possibility that the writer may terminate the contract early inducing a payment exceeding the holder's claim had they exercised at that moment. Kifer shows that pricing and hedging of these options reduces to evaluating an optimal stopping problem asso-caited with D...
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What are the assets available to the incoming Obama administration for resolving or at least reducing the intensity of the Palestinian-Israeli conflict? What liabilities and constraints will the next administration face and what opportunities might it attempt to exploit for this purpose? This document constitutes a first attempt by two experts— one Israeli, the other a Palestinian—to examine th...
متن کاملBinomial Approximations for Barrier Options of Israeli Style
We show that prices and shortfall risks of game (Israeli) barrier options in a sequence of binomial approximations of the Black–Scholes (BS) market converge to the corresponding quantities for similar game barrier options in the BS market with path dependent payoffs and the speed of convergence is estimated, as well. The results are new also for usual American style options and they are interes...
متن کاملFinitely repeated games with monitoring options
We study a model of finitely repeated games where the players can decide whether to monitor the other players’ actions or not each period. The standard model of repeated games can be interpreted as a model where the players automatically monitor each other. Monitoring is assumed to be private and costless. Hence it is weakly dominant to monitor the other players each period. We thus ask whether...
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this dissertation has six chapter and tree appendices. chapter 1 introduces the thesis proposal including description of problem, key questions, hypothesis, backgrounds and review of literature, research objectives, methodology and theoretical concepts (key terms) taken the literature and facilitate an understanding of national security, national interest and turkish- israeli relations concepts...
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ژورنال
عنوان ژورنال: ISRN Probability and Statistics
سال: 2013
ISSN: 2090-472X
DOI: 10.1155/2013/856458