Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs (Q2974865)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs |
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Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs (English)
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11 April 2017
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optimal stopping
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non-zero-sum Dynkin game
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\(g\)-expectation
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dynamic risk measure
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game option
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Nash equilibrium
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