Stopping game on two stocks driven by Lévy processes (Q3619684)
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scientific article; zbMATH DE number 5541963
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| default for all languages | No label defined |
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| English | Stopping game on two stocks driven by Lévy processes |
scientific article; zbMATH DE number 5541963 |
Statements
8 April 2009
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geometric Lévy processes
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Dynkin game
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decomposition of a stopping game
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Ito's formula
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0.8143740296363831
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0.8008220195770264
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0.7891488671302795
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0.778538167476654
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0.775521993637085
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