Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 0910.4621 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options / rank
 
Normal rank
Property / cites work
 
Property / cites work: The McKean stochastic game driven by a spectrally negative Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Integration with Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Séminaire de Probabilités XXXVIII / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping Games for Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perpetual convertible bonds in jump-diffusion models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing derivatives of American and game type in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Game options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some calculations for Israeli options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introductory lectures on fluctuations of Lévy processes with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping and perpetual options for Lévy processes / rank
 
Normal rank

Latest revision as of 23:14, 3 July 2024

scientific article; zbMATH DE number 5874522
Language Label Description Also known as
English
Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval
scientific article; zbMATH DE number 5874522

    Statements

    Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (English)
    0 references
    0 references
    0 references
    5 April 2011
    0 references
    0 references
    stochastic game
    0 references
    optimal stopping
    0 references
    Lévy process
    0 references
    fluctuation theory
    0 references
    0 references
    0 references