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  • Search: subject:"minimal excessive functions"
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Year of publication
Subject
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Dynkin games 2 fundamental solutions 2 linear diffusions 2 minimal excessive functions 2
Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Alvarez, Luis H. R. 1 Luis H. R. Alvarez E. 1
Institution
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Turun Kauppakorkeakoulu, Turun Yliopisto 1
Published in...
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Discussion Papers / Turun Kauppakorkeakoulu, Turun Yliopisto 1 Discussion paper 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
A Class of Solvable Stopping Games
Alvarez, Luis H. R. - 2006
We consider a class of Dynkin games in the case where the underlying process evolves according to a one-dimensional but otherwise general diffusion. We establish general conditions under which both the value and the saddle point equilibrium exist and under which the exercise boundaries...
Persistent link: https://www.econbiz.de/10012502965
Saved in:
Cover Image
A Class of Solvable Stopping Games
Luis H. R. Alvarez E. - Turun Kauppakorkeakoulu, Turun Yliopisto - 2006
We consider a class of Dynkin games in the case where the underlying process evolves according to a one-dimensional but otherwise general diffusion. We establish general conditions under which both the value and the saddle point equilibrium exist and under which the exercise boundaries...
Persistent link: https://www.econbiz.de/10005537237
Saved in:
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