The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (2011)

First Author: Baurdoux E
Attributed to:  L\'evy processes optimal stopping problems and stochastic games funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2011.02.002

Publication URI: http://dx.doi.org/10.1016/j.spa.2011.02.002

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications

Issue: 6