On a Stopping Game in continuous time

Erhan Bayraktar and Zhou Zhou

Papers from arXiv.org

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.

Date: 2014-09, Revised 2015-07
New Economics Papers: this item is included in nep-gth and nep-hpe
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