On a Stopping Game in continuous time

2014/09/23 by Erhan Bayraktar, Zhou Zhou, Bayraktar, Erhan +1
Economics, Econometrics and Finance · Mathematics · #60G07 #60G40 #91A10 #91A60 #93E20 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1409.6773

openalex publication_date 2014/09/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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