The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process

E J Baurdoux, A E Kyprianou

Research output: Contribution to journalArticle

12 Citations (Scopus)
Original languageEnglish
Pages (from-to)481-499
Number of pages19
JournalTheory of Probability and Its Applications (TVP)
Volume53
Issue number3
DOIs
Publication statusPublished - 2009

Cite this

The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process. / Baurdoux, E J; Kyprianou, A E.

In: Theory of Probability and Its Applications (TVP), Vol. 53, No. 3, 2009, p. 481-499.

Research output: Contribution to journalArticle

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