On the value of optimal stopping games

Annals of Applied Probability

Volumn 16, Issue 3, 2006, Pages 1576-1596

  Ekström, Erik ^a   Villeneuve, Stephane ^b,c  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b UNIVERSITÉ DE TOULOUSE   (France)

^c CNRS   (France)

Author keywords

Dynkin games; Israeli options; Optimal stopping; Optimal stopping games; Smooth fit principle

Indexed keywords

EID: 33750515427     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000204     Document Type: Article

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