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Q3179808 - MaRDI portal

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    Statements

    author
    Xiaoxiao Zheng
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    Zhongyang Sun
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    Xin Zhang
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    publication date
    6 January 2017
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    zbMATH Keywords
    stochastic differential game
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    HJBI equation
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    defaultable bond
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    model uncertainty
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    utility maximization
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    91A15
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    zbMATH DE Number
    6671206
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