The following pages link to (Q4925742):
Displayed 14 items.
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
- BSDE Approach for Dynkin Game and American Game Option (Q4558896) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
- How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
- A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
- Rogue traders (Q6166332) (← links)