6 Treffer für Schlagwort = "Optimal Stopping"
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A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
de Angelis, Tiziano ; Ferrari, Giorgio
2016
Subgame-Perfect Equilibria in Stochastic Timing Games
Riedel, Frank ; Steg, Jan-Henrik
2014
Superhedging prices of European and American options in a non-linear incomplete market with default
Grigorova, Miryana ; Quenez, Marie-Claire ; Sulem, Agnès
2018
Symmetric equilibria in stochastic timing games
Steg, Jan-Henrik
2015