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]

@article{HamadeneZ10,
  title = {The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options},
  author = {Said Hamadène and Jianfeng Zhang},
  year = {2010},
  doi = {10.1137/080738933},
  url = {http://dx.doi.org/10.1137/080738933},
  researchr = {https://researchr.org/publication/HamadeneZ10},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {48},
  number = {5},
  pages = {3659-3669},
}