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

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Article dans une revue
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
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https://hal.archives-ouvertes.fr/hal-01415420
Contributeur : Serena Benassù <>
Soumis le : mardi 13 décembre 2016 - 10:33:01
Dernière modification le : jeudi 27 avril 2017 - 09:46:47

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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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