Pages that link to "Item:Q1039011"
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The following pages link to The McKean stochastic game driven by a spectrally negative Lévy process (Q1039011):
Displayed 19 items.
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Optimality of Two-Parameter Strategies in Stochastic Control (Q6173303) (← links)