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On a Stopping Game in continuous time

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  • Erhan Bayraktar
  • Zhou Zhou

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.

Suggested Citation

  • Erhan Bayraktar & Zhou Zhou, 2014. "On a Stopping Game in continuous time," Papers 1409.6773, arXiv.org, revised Jul 2015.
    • Handle: RePEc:arx:papers:1409.6773
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    File URL: http://arxiv.org/pdf/1409.6773
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    1. Erhan Bayraktar & Zhou Zhou, 2014. "On Zero-sum Optimal Stopping Games," Papers 1408.3692, arXiv.org, revised Mar 2017.
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    Cited by:

    1. Zhou Zhou, 2015. "Non-zero-sum stopping games in discrete time," Papers 1508.06032, arXiv.org.

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    1. Zhou Zhou, 2015. "Non-zero-sum stopping games in discrete time," Papers 1508.06032, arXiv.org.

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