Optimal investment game for two regulated players with regime switching
This paper investigated a zero-sum stochastic investment game for two investors in a regime-switching market with common random time solvency regulations. We considered two types of intensities for the inter-arrival time of regulations: one was modeled as a function of a time-homogeneous Markov chai...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-12-01
|
| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20241651 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|