On a Stopping Game in continuous time
Probability
2015-07-28 v2 Optimization and Control
Mathematical Finance
Abstract
We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.
Cite
@article{arxiv.1409.6773,
title = {On a Stopping Game in continuous time},
author = {Erhan Bayraktar and Zhou Zhou},
journal= {arXiv preprint arXiv:1409.6773},
year = {2015}
}
Comments
To appear in the Proceedings of the AMS. Final version