Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  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 and each of them is allod to make a wide array of decisions at any time, not restricted to simply exercising the option. The collection of decisions by all parties then determines the contract’s termination date as ll as the terminal payoff for each party.  provide sufficient conditions under which a discrete-time multi-person game option has a unique arbitrage-free price, which is additive with respect to any partition of the contract. Our results are illustrated by the detailed study of a particular multi-person contract with puttable tranches.
['Ivan Guo', 'Marek Rutkowski']
I am writing a research paper on a idea Arbitrage-free pricing of multi-person game claims in discrete time
[{"from": "human", "value": "I am writing a research paper on a idea Arbitrage-free pricing of multi-person game claims in discrete time"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  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 and each of them is allod to make a wide array of decisions at any time, not restricted to simply exercising the option. The collection of decisions by all parties then determines the contract\u2019s termination date as ll as the terminal payoff for each party.  provide sufficient conditions under which a discrete-time multi-person game option has a unique arbitrage-free price, which is additive with respect to any partition of the contract. Our results are illustrated by the detailed study of a particular multi-person contract with puttable tranches."}]