The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
Work
Year: 2010
Type: article
Abstract: In this paper we study the nonzero-sum Dynkin game in continuous time, which is a two-player noncooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic ... more
Authors Saïd Hamadène, Jianfeng Zhang
Cites: 24
Cited by: 85
Related to: 10
FWCI: 4.089
Citation percentile (by year/subfield): 95.65
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green