Discrete-Time Multi-Player Stopping and Quitting Games with Redistribution of Payoffs

DOI10.1142/9789814602075_0009zbMath1346.91013OpenAlexW2483182970MaRDI QIDQ3195067

Ivan Guo, Marek Rutkowski

Publication date: 21 October 2015

Published in: Arbitrage, Credit and Informational Risks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814602075_0009

Mathematics Subject Classification ID

Discrete-time games (91A50) (n)-person games, (n>2) (91A06) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (3)

Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection ⋮ Discrete time stochastic multi-player competitive games with affine payoffs ⋮ Arbitrage-free pricing of multi-person game claims in discrete time

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