Pages that link to "Item:Q4145231"

The following pages link to Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems (Q4145231):

Displaying 36 items.

• Stochastic differential games with a varying number of players (Q479322) (← links)
• Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
• On the value of optimal stopping games (Q862220) (← links)
• Taxation, agency conflicts, and the choice between callable and convertible debt (Q960264) (← links)
• Non-zero-sum discrete parameter stochastic games with stopping times (Q1077815) (← links)
• Non zero-sum stopping games of symmetric Markov processes (Q1085895) (← links)
• Convergent approximations in parabolic variational inequalities. II: Hamilton-Jacobi inequalities (Q1170870) (← links)
• A theory of stopping time games with applications to product innovations and asset sales (Q1341470) (← links)
• Numerical solution of quasi-variational inequalities arising in stochastic game theory (Q1343722) (← links)
• Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
• The dynamic programming equations for stochastic games with discrete actions (Q1813192) (← links)
• Dynkin's games and Israeli options (Q1952697) (← links)
• A differential game with the possibility of early termination (Q2071613) (← links)
• Differential game with discrete stopping time (Q2168248) (← links)
• Playing with ghosts in a Dynkin game (Q2196542) (← links)
• Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865) (← links)
• Classical solvability of multidimensional two-phase Stefan problem for degenerate parabolic equations and Schauder's estimates for a degenerate parabolic problem with dynamic boundary conditions (Q2345899) (← links)
• A class of solvable stopping games (Q2391240) (← links)
• The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
• A model of a 2-player stopping game with priority and asynchronous observation (Q2466783) (← links)
• Error estimates for binomial approximations of game put options (Q2510955) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
• MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE (Q3161744) (← links)
• Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• Control-Stopping Games for Market Microstructure and Beyond (Q3387925) (← links)
• Variational inequalities and free boundary problems (Q4161619) (← links)
• A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
• Dynkin games with heterogeneous beliefs (Q4684850) (← links)
• A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
• (Q5066868) (← links)
• Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
• Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
• Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (Q5233176) (← links)
• Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems (Q5859524) (← links)
• Solving a class of zero-sum stopping game with regime switching (Q6636448) (← links)