The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options

Said Hamadène, Jianfeng Zhang. The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options. SIAM J. Control and Optimization, 48(5):3659-3669, 2010. [doi]

Authors

Said Hamadène

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Jianfeng Zhang

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