Pricing Game Option using Reflected BSDEs
Jean-Francois Chassagneux Université d'Evry
This web presentation contains the
audio and slides
of a lecture given at the Fields Institute on April 16, 2010
as part of the Industrial-Academic Forum on Credit-Hybrid Risk.
RealPlayer 7 or later, or other software capable of
playing
streaming
audio,
is required.
You may browse the slides
in the presentation (a browser capable of displaying PNG graphics
is required).
Or, you may download a higher-resolution printer-ready
version
in PDF format
(requires Acrobat Reader).