Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384)
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scientific article; zbMATH DE number 7743039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interbank lending with benchmark rates: Pareto optima for a class of singular control games |
scientific article; zbMATH DE number 7743039 |
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Interbank lending with benchmark rates: Pareto optima for a class of singular control games (English)
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28 September 2023
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interbank markets
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LIBOR rate
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Nash equilibrium
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Pareto optimum
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singular stochastic control
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Skorokhod problem
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stochastic differential game
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