Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10003330210
Persistent link: https://www.econbiz.de/10014429922
Persistent link: https://www.econbiz.de/10012542703
Persistent link: https://www.econbiz.de/10012543274
We study a generic model of the war of attrition with symmetric information and stochastic payoffs that depend on a homogeneous linear diffusion. We first show that a player's mixed Markov strategy can be represented by an intensity measure over the state space together with a subset of the...
Persistent link: https://www.econbiz.de/10014443822
Persistent link: https://www.econbiz.de/10003982018
Persistent link: https://www.econbiz.de/10015361717