Mixed Zero-Sum Stochastic Differential Game and American Game Options (Q3427778): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed Zero-Sum Stochastic Differential Game and American Game Options |
scientific article |
Statements
Mixed Zero-Sum Stochastic Differential Game and American Game Options (English)
0 references
27 March 2007
0 references
mixed zero-sum stochastic differential game
0 references
reflected backward SDEs
0 references
Dynkin games
0 references
American game options
0 references
