Optimal Stopping Games and Nash Equilibrium
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97983821
Reference26 articles.
1. Further calculations for Israeli options
2. The McKean stochastic game driven by a spectrally negative Lévy process
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4. Nonzero-sum stochastic differential games with stopping times and free boundary problems
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