Random Stopping Times in Stopping Problems and Stopping Games

Laraki R. and Solan E. (2005) The Value of Zero-sum Stopping Games in Continuous Time. SIAM Journal on Control and Optimization , 43

1922

Earlier work this paper cites.

Kuhn H.W. (1957) Extensive Games and the Problem of Information. In Kuhn H. and Tucker A.W., Contributions to the Theorem of Games, Volume 3, Annals of Mathematical Studies, 28

1957

Earlier work this paper cites.

Aumann R.J. (1964) Mixed and Behavior Strategies in Infinite Extensive Games, In Advances in Game Theory, Annals of Mathematics Study 52, edited by M. Dresher, L.S. Shapley, and A.W. Tucker, Princeton University Press, 627–650

1964

Earlier work this paper cites.

Dynkin E.B. (1969) Game Variant of a Problem on Optimal Stopping, Soviet Math. Dokl. , 10

1969

Earlier work this paper cites.

Kifer Y.I. (1971) Optimal Stopped Games, T. Prob. Appl. , 16

1971

Earlier work this paper cites.

Neveu (1975) Discrete-Parameter Martingales, North-Holland, Amsterdam

1975

Earlier work this paper cites.

Bismuth J.M. (1977) Sur un problème de Dynkin, Z. Warsch. V. Geb

1977

Earlier work this paper cites.

Alario-Nazaret, M., J.P. Lepeltier and B. Marchal (1982) Dynkin Games, Stochastic Differential Systems (Bad Honnef)

1982

Earlier work this paper cites.

Lepeltier, J.P. and M.A. Maingueneau (1984) Le jeu de Dynkin en théorie générale sans l’hypothèse de Mokobodski, Stochastics

1984

Cited alongside, same era.

Yasuda M. (1985) On a Randomized Strategy in Neveu’s Stopping Problem. Stochastic Processes and their Applications , 21

1985

Cited alongside, same era.

McConnell J.J. and Schwartz E.S. (1986) LYON taming. Journal of Finance , 41

1986

Cited alongside, same era.

Cvitanic J. and Karatzas I. (1998) Backward Stochastic Differential Equations with Constraints on the Gains-process, Annals of Probability , 26

1998

Cited alongside, same era.

Hamadène S. and Lepeltier J.-P. (2000) Reflected BSDEs and mixed game problems, Stochastic Problems and their Applications , 85

2000

Cited alongside, same era.

Rosenberg D., Solan E., and Vieille N. (2001) Stopping Games with Randomized Strategies. Probability Theory and Related Fields , 119

2001

Later among the works it cites.

Touzi N. and Vieille N. (2002) Continuous-Time Dynkin Games with Mixed Strategies. SIAM Journal on Control and Optimization , 41

2002

Later among the works it cites.

Kyprianou A.E. (2004) Some Calculations for Israeli Options. Finance and Stochastics , 8

2004

Later among the works it cites.

Shmaya E. and Solan E. (2004) Two Player NonZero-Sum Stopping Games in Discrete Time. The Annals of Probability , 32

2004

Later among the works it cites.

Hamadène S. and Zhang J.(2010) The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options, SIAM Journal on Control and Optimization , 48

2010

Later among the works it cites.