A Dynkin game on assets with incomplete information on the return (Q4991665)
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scientific article; zbMATH DE number 7354631
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Dynkin game on assets with incomplete information on the return |
scientific article; zbMATH DE number 7354631 |
Statements
A Dynkin Game on Assets with Incomplete Information on the Return (English)
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3 June 2021
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zero-sum games
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Dynkin games
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Nash equilibrium
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filtering
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incomplete information
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free boundaries
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0.8640785813331604
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0.8518374562263489
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0.8512724041938782
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0.8393993973731995
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0.831829309463501
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