Dynkin Game with Asymmetric Information

Esmaeeli, N; Imkeller, P; Nzengang, V

Esmaeeli, N (reprint author), Univ Isfahan, Dept Math, Fac Sci, Esfahan 81744, Iran.; Esmaeeli, N (reprint author), Sharif Univ Technol, Dept Math Sci, Azadi Ave, Tehran 1458889694, Iran.

BULLETIN OF THE IRANIAN MATHEMATICAL SOCIETY, 2019; 45 (1): 283

Abstract

We consider a Dynkin game where the seller possesses additional information compared to the buyer. The additional information is described by a random......

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