Stochastic differential game: the adverse stopping case

Frédéric Bonnans, Stefania Maroso and Hasnaa Zidani

septembre, 2004

Publication type:

Conference without proceedings

Conference:

Numerical methods for viscosity solutions and applications, Université La Sapienza, Rome, Italie, Septembre

BibTeX:

@conference{Bon-Mar-Zid-2004-1,
    author={Frédéric Bonnans and Stefania Maroso and Hasnaa Zidani },
    title={Stochastic differential game: the adverse stopping case },
    publisher={Numerical methods for viscosity solutions and applications, 
           Université La Sapienza, Rome, Italie, Septembre },
    year={2004 },
    month={9},
}