We start by briefly surveying a research on optimal stop** games since their introduction
by Dynkin more than 40 years ago. Recent renewed interest to Dynkin's games is due, in …

Let X=(X_t)_t≥0 be a strong Markov process, and let G_1,\,G_2, and G_3 be continuous
functions satisfying G_1≤G_3≤G_2 and E_x\sup_t|G_i(X_t)|<∞ for i=1,2,3. Consider the …

In this paper we study the nonzero-sum Dynkin game in continuous time, which is a two-
player noncooperative game on stop** times. We show that it has a Nash equilibrium …

We show that the value function of the optimal stop** game for a right-continuous strong
Markov process can be identified via equality between the smallest superharmonic and the …

This paper analyses two-player nonzero-sum games of optimal stop** on a class of linear
regular diffusions with not nonsingular boundary behaviour [in the sense of Itô and McKean …

We derive closed-form solutions to optimal stop** problems related to the pricing of
perpetual American withdrawable standard and lookback put and call options in an …

The purpose of this paper is to examine the problem of pricing discounted perpetual game
call options. In addition to the properties of the American options, the game options give the …

We study a stochastic version of Fudenberg–Tirole's preemption game. Two firms
contemplate entering a new market with stochastic demand. Firms differ in sunk costs of …

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric
information admit a value in randomised stop** times when the stop** payoffs of the …