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Search: subject:"Mixed stochastic control"
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Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim
;
Ourkiya, Nacer
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
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Complete discounted cash flow valuation
Gajek, Lewław
;
Kuciński, Łukasz
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011702033
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