Optimal stopping games in models with various information flows (Q3383685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping games in models with various information flows |
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Optimal stopping games in models with various information flows (English)
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16 December 2021
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optimal stopping game
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full and partial information
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continuous-time Markov chain
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filtering estimate (Wonham filter)
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perpetual convertible bond
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stochastic dividend rate
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free-boundary problem
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change-of-variable formula with local time on surfaces
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