Valuation of default-sensitive claims under imperfect information.

Delia Coculescu Hélyette Geman Monique Jeanblanc

Published in: Finance Stochastics (2008)

Keyphrases

imperfect information
game theoretic
game playing
game tree search
game theory
imperfect information games
perfect information
game tree
card game
alternating time temporal logic
state space
multiagent systems
nash equilibrium