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(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael - 1999
Persistent link: https://www.econbiz.de/10001387121
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Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>; Harms, Philipp - 2013
Persistent link: https://www.econbiz.de/10009749378
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(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael - 1999
We review the relations between adjoints of stochastic control problems with the derivative of the value function, and the latter with the value function of a stopping problem. These results are applied to the pricing of contingent claims.
Persistent link: https://www.econbiz.de/10011544985
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On singular control games : with applications to capital accumulation
Steg, Jan-Henrik - 2010
Persistent link: https://www.econbiz.de/10008858392
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Games of manipulation in marriage problems
Sönmez, Tayfun - In: Games and economic behavior 20 (1997) 2, pp. 169-176
Persistent link: https://www.econbiz.de/10001227964
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Compact representations of search in complex domains
Ben-Asher, Yosi; Farchi, Eitan - In: International game theory review 7 (2005) 2, pp. 171-188
Persistent link: https://www.econbiz.de/10002980379
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Compact representations of search in complex domains
Ben-Asher, Yosi; Farchi, Eitan - In: International game theory review 7 (2005) 1, pp. 73-90
Persistent link: https://www.econbiz.de/10002731611
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On the game-theoretic foundations of competitive search equilibrium
Galenianos, Manolis; Kircher, Philipp - In: International economic review 53 (2012) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10009563728
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Correlated equilibrium in stochastic games
Solan, Eilon; Vieille, Nicolas - 1998
Persistent link: https://www.econbiz.de/10000993871