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20122023
most citedSingular mean-field control games with applications to optimal harvesting and investment problems

14 citations · 35 across the 16 of their papers we have counts for

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q-fin.MF2015

Game options in an imperfect market with default

Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem

We study pricing and superhedging strategies for game options in an imperfect market with default. We extend the results obtained by Kifer in \cite{Kifer} in the case of a perfect…