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A Nonzero-Sum Extension of Dynkin's Stopping Problem
5 references·4 citing·27 second hop
A Nonzero-Sum Extension of Dynkin's Stopping Problem (1987)A Nonzero-Sum Extension of Dynkin's Stopp…Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski (1984)Le jeu de dynkin en theorie g…Zero-sum Markov games with stopping and impulsive strategies (1982)Zero-sum Markov games with st…Sur un problème de dynkin (1977)Sur un problème de dynkinNonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems (1977)Nonzero-Sum Stochastic Differ…Nonlinear variational inequalities and differential games with stopping times (1974)Nonlinear variational inequal…Nash equilibria of threshold type for two-player nonzero-sum games of stopping (2018)Nash equilibria of threshold …On the robust Dynkin game (2017)On the robust Dynkin gameTwo-player nonZero–sum stopping games in discrete time (2004)Two-player nonZero–sum stoppi…Game contingent claims in complete and incomplete markets (2004)Game contingent claims in com…Contrôle impulsionnel des processus de Markov (1978)On a randomized strategy in Neveu's stopping problem (1985)Dynkin's Games and Israeli Options (2013)Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications (2020)A contingent-claims valuation of convertible securities (1977)CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION (1977)Optimal replication of contingent claims under transaction costs (1989)The convergence problem for differential games (1961)Diffusion processes with continuous coefficients, I (1969)Stochastic differential games (1972)Optimal Stopping Games for Markov Processes (2008)Stochastic Games (1953)Stochastic Games (1953)Backward stochastic differential equations with reflection and Dynkin games (1996)Deterministic multi-player Dynkin games (2003)Equilibrium in two-player non-zero-sum Dynkin games in continuous time (2012)Handbook of Brownian Motion - Facts and Formulae (2002)Brownian Motion and Stochastic Calculus (2007)Continuous-time Stochastic Control and Optimization with Financial Applications (2009)Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (2018)Théorie probabiliste du contrôle des diffusions (1976)The Value of Zero-Sum Stopping Games in Continuous Time (2005)Game options (2000)Nonzero-Sum Stochastic Games (1999)Continuous-Time Dynkin Games with Mixed Strategies (2002)Mixed Zero-Sum Stochastic Differential Game and American Game Options (2006)The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (2010)
this work references cited by second hop

References

  • 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
  • 1977Sur un problème de dynkin101 cited
  • 1982Zero-sum Markov games with stopping and impulsive strategies73 cited

Cited by

  • 2004Two-player nonZero–sum stopping games in discrete time55 cited
  • 2018Nash equilibria of threshold type for two-player nonzero-sum games of stopping38 cited
  • 2004Game contingent claims in complete and incomplete markets24 cited
  • 2017On the robust Dynkin game21 cited

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