The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process
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Publication:3556739
DOI10.1137/S0040585X97983778zbMath1209.91034OpenAlexW2138986502MaRDI QIDQ3556739
Andreas E. Kyprianou, Erik J. Baurdoux
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97983778
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