scientific article; zbMATH DE number 3296964

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(81)

Defaultable game options in a hazard process model
On a randomized strategy in Neveu's stopping problem
Non zero-sum stopping games of symmetric Markov processes
Equilibrium exit in stochastically declining industries
An application of Ramsey theorem to stopping games.
Deterministic multi-player Dynkin games.
A minimax theorem for zero-sum stopping games in dynamic fuzzy systems
A stopping game in a stochastic and fuzzy environment.
A zero-sum stopping game in a continuous-time dynamic fuzzy system.
Numerical scheme for Dynkin games under model uncertainty
Dynkin game with asymmetric information
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
Advances in dynamic games. Applications to economics, finance, optimization and stochastic control.
Continuous-time games of timing
Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
Two-player nonzero-sum stopping games in discrete time.
Explicit optimal value for Dynkin's stopping game
Dynkin's games and Israeli options
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
An evolutionary finance model with a risk-free asset
Discrete stop-or-go games
Nash equilibria in a class of Markov stopping games with total reward criterion
A differential game with the possibility of early termination
A competitive optimal stopping game
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
Differential game with discrete stopping time
On the value of non-Markovian Dynkin games with partial and asymmetric information
Strategic bank closure and deposit insurance valuation
Dynkin game under \(g\)-expectation in continuous time
Subgame perfect equilibria in stopping games
Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail
Preemption games under Lévy uncertainty
A class of solvable stopping games
The multi-player nonzero-sum Dynkin game in discrete time
Randomized stopping games and Markov market games
A model of a 2-player stopping game with priority and asynchronous observation
Zero-sum stochastic games with stopping and control
Zero-sum dynamic games and a stochastic variation of Ramsey's theorem
A Dynkin game under Knightian uncertainty
Continuous-time zero-sum stochastic game with stopping and control
A zero-sum Poisson stopping game with asymmetric signal rates
Minimum guaranteed payments and costly cancellation rights: a stopping game perspective
Evaluating callable and putable bonds: an eigenfunction expansion approach
Optimal stopping games in models with various information flows
Control-stopping games for market microstructure and beyond
Cooperative Strategies in Stopping Games
Construction of Nash equilibrium in a game version of Elfving's multiple stopping problem
Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
Endogenous formation of limit order books: dynamics between trades
Dynkin games with heterogeneous beliefs
Asset market games of survival: a synthesis of evolutionary and dynamic games
A zero-sum competitive multi-player game
PERPETUAL CANCELLABLE AMERICAN CALL OPTION
A Dynkin game on assets with incomplete information on the return
Arbitrage-free pricing of multi-person game claims in discrete time
Differential game with discrete stopping time
Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
Stochastic games
Randomized Optimal Stopping Algorithms and Their Convergence Analysis
Dynamics in \textit{Art of war}
Zero-sum Markov games with impulse controls
Dynkin games with Poisson random intervention times
Periodic stopping games
Pursuit-evasion games with incomplete information in discrete time
GAME CALL OPTIONS REVISITED
Zero-sum Markov games with stopping and impulsive strategies
Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information
Cautious stochastic choice, optimal stopping and deliberate randomization
\(\varepsilon\)-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time
Discrete-time stopping games with risk-sensitive discounted cost criterion
Numerical approximation of Dynkin games with asymmetric information
Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
A Dynkin game with independent processes and private information
Non-linear non-zero-sum Dynkin games with Bermudan strategies
Discounted nonzero-sum optimal stopping games under Poisson random intervention times
Nonzero-sum games of optimal stopping for Markov processes
Optimal stopping zero-sum games in continuous hidden Markov models
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis
On the singular control of exchange rates
Optimal entry timing
Discrete time stochastic multi-player competitive games with affine payoffs

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