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A Dynkin game on assets with incomplete information on the return
De Angelis, Tiziano; Gensbittel, Fabien; Villeneuve, … - In: Mathematics of operations research 46 (2021) 1, pp. 28-60
Persistent link: https://www.econbiz.de/10012498081
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Investment Timing Under Incomplete Information
Décamps, Jean-Paul; Mariotti, Thomas; Villeneuve, Stéphane - In: Mathematics of operations research 30 (2005) 2, pp. 472-500
Persistent link: https://www.econbiz.de/10006417357
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Investment Timing Under Incomplete Information: Erratum
Décamps, Jean-Paul; Mariotti, Thomas; Villeneuve, Stéphane - In: Mathematics of operations research 34 (2009) 1, pp. 255-257
Persistent link: https://www.econbiz.de/10008394759