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Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

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https://hal.archives-ouvertes.fr/hal-01415420
Contributor : Serena Benassù <>
Submitted on : Tuesday, December 13, 2016 - 10:33:01 AM
Last modification on : Saturday, March 28, 2020 - 2:23:35 AM

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  • HAL Id : hal-01415420, version 1

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Marie-Claire Quenez, Miryana Grigorova. Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs. Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2016, pp.DOI:10.1080/17442508.2016.1166505. ⟨hal-01415420⟩

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