A Dynkin game with asymmetric information
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Publication:5410809
DOI10.1080/17442508.2012.655279zbMath1284.91041OpenAlexW1976596112MaRDI QIDQ5410809
Publication date: 17 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/10231
2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (10)
Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition ⋮ Dynkin Games with Incomplete and Asymmetric Information ⋮ On the value of non-Markovian Dynkin games with partial and asymmetric information ⋮ A zero-sum Poisson stopping game with asymmetric signal rates ⋮ Dynkin's games and Israeli options ⋮ Dynkin game with asymmetric information ⋮ Dynkin games with heterogeneous beliefs ⋮ Optimal stopping games in models with various information flows ⋮ Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information
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