Pages that link to "Item:Q5391092"

The following pages link to Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092):

Displaying 3 items.

• Dynkin's games and Israeli options (Q1952697) (← links)
• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)