Two-person stopping games

1975 ◽  
Vol 7 (2) ◽  
pp. 244-245
Author(s):  
C. André
Keyword(s):  
Stopping Games

scholarly journals Dynkin's Games and Israeli Options

2013 ◽  
Vol 2013 ◽  
pp. 1-17 ◽  
Author(s):  
Yuri Kifer
Keyword(s):  
Transaction Costs ◽  
Error Estimates ◽  
Optimal Stopping ◽  
Derivative Securities ◽  
Discrete Approximations ◽  
Game Options ◽  
Related Derivative ◽  
Stopping Games

We start by briefly surveying a research on optimal stopping games since their introduction by Dynkin more than 40 years ago. Recent renewed interest to Dynkin’s games is due, in particular, to the study of Israeli (game) options introduced in 2000. We discuss the work on these options and related derivative securities for the last decade. Among various results on game options we consider error estimates for their discrete approximations, swing game options, game options in markets with transaction costs, and other questions.

scholarly journals Selection of a correlated equilibrium in Markov stopping games

2008 ◽  
Vol 184 (1) ◽  
pp. 185-206 ◽  
Author(s):  
David M. Ramsey ◽  
Krzysztof Szajowski
Keyword(s):  
Correlated Equilibrium ◽  
Stopping Games ◽  
Selection Of

Optimal Stopping Games for Markov Processes

2008 ◽  
Vol 47 (2) ◽  
pp. 684-702 ◽  
Author(s):  
Erik Ekström ◽  
Goran Peskir
Keyword(s):  
Markov Processes ◽  
Optimal Stopping ◽  
Stopping Games

Markov stopping games with random priority

1994 ◽  
Vol 39 (1) ◽  
pp. 69-84 ◽  
Author(s):  
Krzysztof Szajowski
Keyword(s):  
Random Priority ◽  
Stopping Games
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