Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/mafi.12325 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/MAFI.12325 / rank | |||
Normal rank | |||
Latest revision as of 19:01, 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 |
Statements
Interbank lending with benchmark rates: Pareto optima for a class of singular control games (English)
0 references
28 September 2023
0 references
interbank markets
0 references
LIBOR rate
0 references
Nash equilibrium
0 references
Pareto optimum
0 references
singular stochastic control
0 references
Skorokhod problem
0 references
stochastic differential game
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
