Optimal Stopping in Games with Continuous Time
From MaRDI portal
Publication:5665045
DOI10.1137/1116060zbMath0251.90066OpenAlexW1990256293MaRDI QIDQ5665045
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
Related Items (6)
A zero-sum Poisson stopping game with asymmetric signal rates ⋮ Dynkin's games and Israeli options ⋮ Endogenous Formation of Limit Order Books: Dynamics Between Trades ⋮ Nonzero-sum games of optimal stopping for Markov processes ⋮ Arbitrage pricing of defaultable game options with applications to convertible bonds ⋮ Defaultable game options in a hazard process model
This page was built for publication: Optimal Stopping in Games with Continuous Time
