The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process
Work
Year: 2011
Type: article
Institutions London School of Economics and Political Science, University of Bath, Mathematics Research Center
Cites: 16
Cited by: 20
Related to: 10
FWCI: 2.639
Citation percentile (by year/subfield): 91.92
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
Grant ID EP/D045460/1