I Guo, M Rutkowski - Demonstratio Mathematica, 2012 - degruyter.com
A single period, zero-sum, multi-player game is constructed. Each player can either exit the game for a fixed payoff or stay and split the remaining payoff with the other non-exiting …
I Guo, M Rutkowski - arXiv preprint arXiv:1405.2718, 2014 - arxiv.org
We introduce a class of financial contracts involving several parties by extending the notion of a two-person game option (see Kifer (2000)) to a contract in which an arbitrary number of …
We introduce a class of financial contracts involving several parties by extending the notion of a two-person game option to a contract in which an arbitrary number of parties is involved …
The asymptotic behaviour of many locally branching epidemic models can, at least to first order, be deduced from the limit theory of two branching processes. The first is the …
Multi-Person Game Options in Discrete and Continuous Time 13 pt Page 1 Multi-Person Game Options in Discrete and Continuous Time Marek Rutkowski School of Mathematics …