Dynkin game with asymmetric information

DOI10.1007/s41980-018-0132-8zbMath1409.91026OpenAlexW2833006086MaRDI QIDQ1734208

V. Nzengang, Peter Imkeller, Neda Esmaeeli

Publication date: 22 March 2019

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s41980-018-0132-8

zbMATH Keywords

asymmetric informationDynkin gamesinitial enlargement of filtrations

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

Related Items (2)

Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ Optimal stopping games in models with various information flows

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