Numerical scheme for Dynkin games under model uncertainty (Q1663906)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical scheme for Dynkin games under model uncertainty |
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Numerical scheme for Dynkin games under model uncertainty (English)
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24 August 2018
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Dynkin games
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game options
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model uncertainty
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Skorokhod embedding
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