Viable capture basin for studying differential and hybrid games: Application to finance

International Game Theory Review

Volumn 6, Issue 1, 2004, Pages 109-136

  Saint Pierre, Patrick ^a,b  

^a Centre de Recherche Viabilité   (France)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Capturability; Dynamical games; Hedging portfolio; Tychastic control; Viability

Indexed keywords

EID: 13844309256     PISSN: 02191989     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219198904000101     Document Type: Conference Paper

References (15)

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