The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (Q3162604): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options |
scientific article |
Statements
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (English)
0 references
20 October 2010
0 references
nonzero-sum game
0 references
Dynkin game
0 references
Snell envelope
0 references
stopping time
0 references
utility maximization
0 references
American game contingent claim
0 references
