A Dynkin game with asymmetric information (Q5410809)
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scientific article; zbMATH DE number 6286604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dynkin game with asymmetric information |
scientific article; zbMATH DE number 6286604 |
Statements
A Dynkin game with asymmetric information (English)
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17 April 2014
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Dynkin game
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Nash equilibrium
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Israeli option
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default risk
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linear diffusion
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resolvent operator
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