A Dynkin Game on Assets with Incomplete Information on the Return (2021)
Attributed to:
A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1287/moor.2019.1046
Publication URI: http://dx.doi.org/10.1287/moor.2019.1046
Type: Journal Article/Review
Parent Publication: Mathematics of Operations Research
Issue: 1