Pages that link to "Item:Q544519"
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The following pages link to The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519):
Displaying 10 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- On a Game Connected with the Wiener Process (Q5585905) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
