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Pricing Game Options in Financial Markets with Default: A Doubly Reflected BSDEs Approach

Badr Elmansouri & Mohamed El Otmani

International Journal of Theoretical and Applied Finance2025https://doi.org/10.1142/s0219024925500116article
AJG 2ABDC B
Weight
0.50

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https://doi.org/https://doi.org/10.1142/s0219024925500116

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@article{badr2025,
  title        = {{Pricing Game Options in Financial Markets with Default: A Doubly Reflected BSDEs Approach}},
  author       = {Badr Elmansouri & Mohamed El Otmani},
  journal      = {International Journal of Theoretical and Applied Finance},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1142/s0219024925500116},
}

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Pricing Game Options in Financial Markets with Default: A Doubly Reflected BSDEs Approach

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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