Irreversible Games with Incomplete Information: The Asymptotic Value
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References listed on IDEAS
- Yuri M. Kabanov & (*), Mher M. Safarian, 1997.
"On Leland's strategy of option pricing with transactions costs,"
Finance and Stochastics,
Springer, vol. 1(3), pages 239-250.
- Y. M. Kabanov & M. Safarian, 1995. "On Leland's Strategy of Option Pricing with Transaction Costs," SFB 373 Discussion Papers 1995,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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KeywordsStochastic games; repeated game; incomplete information; asymptotic value; comparison principle; variational inequalities; Jeux stochastiques; jeux répétés; information incomplète; valeur asymptotique; principe de comparaison; inégalités variationelles;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
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