Dynkin Games with Poisson Random Intervention Times (Q5232251)
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scientific article; zbMATH DE number 7100209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynkin Games with Poisson Random Intervention Times |
scientific article; zbMATH DE number 7100209 |
Statements
Dynkin Games with Poisson Random Intervention Times (English)
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30 August 2019
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constrained Dynkin game
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penalized BSDE
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optimal stopping strategy
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replication strategy
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convertible bond
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