A Dynkin game on assets with incomplete information on the return

De Angelis, T, Gensbittel, F and Villeneuve, S (Accepted: 2019) A Dynkin game on assets with incomplete information on the return. Mathematics of Operations Research. ISSN 0364-765X (In Press)

Metadata

Authors/Creators:
  • De Angelis, T
  • Gensbittel, F
  • Villeneuve, S
Copyright, Publisher and Additional Information: This is an author produced version of a paper accepted for publication in Mathematics of Operations Research. Uploaded in accordance with the publisher's self-archiving policy.
Dates:
  • Accepted: 28 October 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Funding Information:
FunderGrant number
EPSRCEP/R021201/1
Depositing User: Symplectic Publications
Date Deposited: 07 Nov 2019 11:13
Last Modified: 07 Nov 2019 11:13
Status: In Press
Publisher: Institute for Operations Research and the Management Sciences

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