Rogue traders (Q6166332): Difference between revisions

@@ Property / cites work @@
+Enlargement of Filtration with Finance in View
@@ Property / cites work: Enlargement of Filtration with Finance in View / rank @@
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2807034
@@ Property / cites work: Q2807034 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus and Applications
@@ Property / cites work: Stochastic Calculus and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
+Normal rank
@@ Property / cites work @@
+Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria
+Normal rank
@@ Property / cites work @@
+How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+A Class of Stochastic Games and Moving Free Boundary Problems
+Normal rank
@@ Property / cites work @@
+Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game
+Normal rank
@@ Property / cites work @@
+Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Progressive enlargement of filtrations with initial times
+Normal rank
@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
+Normal rank
@@ Property / cites work @@
+Q4925742
@@ Property / cites work: Q4925742 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Game of Variable Contributions to the Common Good Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Game of Singular Stochastic Control and Strategic Exit
+Normal rank
@@ Property / cites work @@
+Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls
+Normal rank