Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384): Difference between revisions

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Latest revision as of 18:01, 30 December 2024

scientific article; zbMATH DE number 7743039
Language Label Description Also known as
English
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
scientific article; zbMATH DE number 7743039

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    Interbank lending with benchmark rates: Pareto optima for a class of singular control games (English)
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    28 September 2023
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    interbank markets
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    LIBOR rate
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    Nash equilibrium
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    Pareto optimum
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    singular stochastic control
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    Skorokhod problem
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    stochastic differential game
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