Optimal Stopping in Games with Continuous Time

DOI10.1137/1116060MaRDI QIDQ5665045zbMATH OpenOpenAlexFDO

Authors Yuri Kifer

Publication date 1971

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1116060

Mathematics Subject Classification ID

Other game-theoretic models (91A40)

Cited in

(6)

• Endogenous formation of limit order books: dynamics between trades
• Defaultable game options in a hazard process model
• Nonzero-sum games of optimal stopping for Markov processes
• Dynkin's games and Israeli options
• Arbitrage pricing of defaultable game options with applications to convertible bonds
• A zero-sum Poisson stopping game with asymmetric signal rates

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