The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (Q3162604)
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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)
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20 October 2010
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nonzero-sum game
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Dynkin game
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Snell envelope
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stopping time
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utility maximization
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American game contingent claim
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