A Stackelberg reinsurance-investment game with derivatives trading (Q6161744)
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scientific article; zbMATH DE number 7703186
Language | Label | Description | Also known as |
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English | A Stackelberg reinsurance-investment game with derivatives trading |
scientific article; zbMATH DE number 7703186 |
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A Stackelberg reinsurance-investment game with derivatives trading (English)
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27 June 2023
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stochastic Stackelberg differential game
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reinsurance
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investment
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derivatives trading
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stochastic volatility
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