"The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in ..."

Said Hamadène, Jianfeng Zhang (2010)

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DOI: 10.1137/080738933

access: closed

type: Journal Article

metadata version: 2020-07-09

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Said Hamadène, Jianfeng Zhang:
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options. SIAM J. Control. Optim. 48(5): 3659-3669 (2010)

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