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Stochastic Analysis and Applications Volume 39, 2021 - Issue 6
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Research Article

Optimal stopping games in models with various information flows

Pavel V. Gapeeva Department of Mathematics, London School of Economics, London, UKCorrespondence[email protected]
&
Neofytos Rodosthenousb School of Mathematical Sciences, Queen Mary University of London, London, UK
Pages 1050-1094 | Received 10 Jul 2020, Accepted 24 Dec 2020, Published online: 26 Jan 2021

Citations (3)

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Read on this site (1)

Pavel V. Gapeev. (2022) Discounted optimal stopping problems in continuous hidden Markov models. Stochastics 94:3, pages 335-364.
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Articles from other publishers (2)

Royi Jacobovic. (2022) Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information. SIAM Journal on Control and Optimization 60:6, pages 3289-3301.
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Benjamín Vallejo-Jiménez, Francisco Venegas-Martínez, Oscar V. De la Torre-Torres & José Álvarez-García. (2022) Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain. Mathematics 10:16, pages 2926.
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