Optimal stopping games in models with various information flows (Q3383685)
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scientific article; zbMATH DE number 7446647
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| English | Optimal stopping games in models with various information flows |
scientific article; zbMATH DE number 7446647 |
Statements
Optimal stopping games in models with various information flows (English)
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16 December 2021
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optimal stopping game
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full and partial information
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continuous-time Markov chain
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filtering estimate (Wonham filter)
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perpetual convertible bond
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stochastic dividend rate
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free-boundary problem
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change-of-variable formula with local time on surfaces
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0.82980937
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0.8167352
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0.7819887
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0.78064245
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0.77993095
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0.75377226
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0.7512039
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