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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 90, 2018 - Issue 8
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Articles

Game options with gradual exercise and cancellation under proportional transaction costs

Alet RouxDepartment of Mathematics, University of York, York, UKCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0001-9176-4468
ORCID Icon &
Tomasz ZastawniakDepartment of Mathematics, University of York, York, UK
Pages 1190-1220 | Received 15 Aug 2017, Accepted 06 Jul 2018, Published online: 24 Jul 2018

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