Optimal stopping games in models with various information flows
نویسندگان
چکیده
We study zero-sum optimal stopping games associated with perpetual convertible bonds in an extension of the Black-Merton-Scholes model random dividends under various information flows. In this...
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ژورنال
عنوان ژورنال: Stochastic Analysis and Applications
سال: 2021
ISSN: ['1532-9356', '0736-2994']
DOI: https://doi.org/10.1080/07362994.2020.1871013