Mixed Zero-Sum Stochastic Differential Game and American Game Options (Q3427778)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed Zero-Sum Stochastic Differential Game and American Game Options |
scientific article |
Statements
Mixed Zero-Sum Stochastic Differential Game and American Game Options (English)
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27 March 2007
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mixed zero-sum stochastic differential game
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reflected backward SDEs
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Dynkin games
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American game options
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