A Dynkin game on assets with incomplete information on the return
Tiziano De Angelis, Fabien Gensbittel, Stephane Villeneuve
| Year of publication: |
2021
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|---|---|
| Authors: | De Angelis, Tiziano ; Gensbittel, Fabien ; Villeneuve, Stéphane |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 1, p. 28-60
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| Subject: | zero-sum games | Dynkin games | Nash equilibrium | filtering | incomplete information | free boundaries | Unvollkommene Information | Incomplete information | Spieltheorie | Game theory | Nash-Gleichgewicht |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.1046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012498081