A zero-sum game between a singular stochastic controller...

The Annals of Applied Probability 2015 / 02 Vol. 25; Iss. 1

A zero-sum game between a singular stochastic controller and a discretionary stopper

Hernandez-Hernandez, Daniel, Simon, Robert S., Zervos, Mihail
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Volume:
25
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/13-AAP986
Date:
February, 2015
File:
PDF, 905 KB
english, 2015
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