Rogue traders (Q6166332): Difference between revisions

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+https://doi.org/10.1007/s00780-023-00507-z
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+W4381250983
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@@ Property / cites work @@
+Enlargement of Filtration with Finance in View
@@ Property / cites work: Enlargement of Filtration with Finance in View / rank @@
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+Q3150773
@@ Property / cites work: Q3150773 / rank @@
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@@ Property / cites work @@
+Q2807034
@@ Property / cites work: Q2807034 / rank @@
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@@ Property / cites work @@
+Stochastic Calculus and Applications
@@ Property / cites work: Stochastic Calculus and Applications / rank @@
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+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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+Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
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+Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria
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+How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition
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+Controlled Markov processes and viscosity solutions
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+A Class of Stochastic Games and Moving Free Boundary Problems
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+Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game
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+Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
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+Calcul stochastique et problèmes de martingales
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+Q4778955
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+Progressive enlargement of filtrations with initial times
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+Semi-martingales et grossissement d'une filtration
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+Q4925742
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+Q4039796
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+Game of Variable Contributions to the Common Good Under Uncertainty
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+Game of Singular Stochastic Control and Strategic Exit
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+Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls
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