On One-Sided Stochastic Games and Their Applications to Finance (Q5389044): Difference between revisions

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Latest revision as of 03:20, 5 July 2024

scientific article; zbMATH DE number 6027614
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English
On One-Sided Stochastic Games and Their Applications to Finance
scientific article; zbMATH DE number 6027614

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    On One-Sided Stochastic Games and Their Applications to Finance (English)
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    24 April 2012
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    compound Poisson process
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    exit time
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    first passage time
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    fluctuation theory
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    marked point process
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    random walk analysis
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    ruin time
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    stochastic games
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    stochastic finance
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    stock market
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