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arXiv · 1409.6773

On a Stopping Game in continuous time

Erhan Bayraktar·Zhou Zhou
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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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Erhan Bayraktar, Zhou Zhou. 2014-09-23. On a Stopping Game in continuous time. https://arxiv.org/abs/1409.6773

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