The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process
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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|Creators||Baurdoux, E. J.and Kyprianou, A. E.|
|Departments||Faculty of Science > Mathematical Sciences|
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