On One-Sided Stochastic Games and Their Applications to Finance (Q5389044)
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scientific article; zbMATH DE number 6027614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On One-Sided Stochastic Games and Their Applications to Finance |
scientific article; zbMATH DE number 6027614 |
Statements
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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