The Shepp-Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (2009)

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/10.1137/s0040585x97983778

Publication URI: http://dx.doi.org/10.1137/s0040585x97983778

Type: Journal Article/Review

Parent Publication: Theory of Probability & Its Applications

Issue: 3