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Optimal Stopping Games and Nash Equilibrium

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References

2006Optimal stopping and free-boundary problems1,068 cited
2000Game options204 cited
1984Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski115 cited
1977Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems108 cited
1974Nonlinear variational inequalities and differential games with stopping times103 cited
2004Some calculations for Israeli options99 cited
2008Optimal Stopping Games for Markov Processes85 cited
2005The Value of Zero-Sum Stopping Games in Continuous Time79 cited

Cited by

2013Dynkin's Games and Israeli Options45 cited
2009The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process39 cited
2018Nash equilibria of threshold type for two-player nonzero-sum games of stopping38 cited
2014A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis30 cited
2012American step-up and step-down default swaps under Lévy models26 cited
2013Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality26 cited
2011

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The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process

23 cited

2012A Dynkin game with asymmetric information22 cited