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