Dynkin Games with Incomplete and Asymmetric Information
Author:
Affiliation:
1. University of Torino and Collegio Carlo Alberto, School of Management and Economis, 10134 Torino, Italy;
2. Department of Mathematics, Uppsala University, 75106 Uppsala, Sweden;
3. University of Technology Sydney, New South Wales 2007, Australia
Abstract
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Computer Science Applications,General Mathematics
Reference38 articles.
1. Incomplete and Asymmetric Information in Asset Pricing Theory
2. Bayes procedures for deciding the Sign of a normal mean
3. Nonzero-sum stochastic differential games with stopping times and free boundary problems
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