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The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process


Reference:

Baurdoux, E. J. and Kyprianou, A. E., 2009. The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process. Theory of Probability and Its Applications (TVP), 53 (3), pp. 481-499.

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Official URL:

http://dx.doi.org/10.1137/s0040585x97983778

Details

Item Type Articles
CreatorsBaurdoux, E. J.and Kyprianou, A. E.
DOI10.1137/s0040585x97983778
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code16256

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