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"A Dynkin Game on Assets with Incomplete Information on the Return."

Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve (2021)

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DOI: 10.1287/MOOR.2019.1046

access: closed

type: Journal Article

metadata version: 2021-03-23

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Tiziano De Angelis, Fabien Gensbittel, Stéphane Villeneuve:
A Dynkin Game on Assets with Incomplete Information on the Return. Math. Oper. Res. 46(1): 28-60 (2021)

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