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}, }