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A DYNKIN GAME WITH ASYMMETRIC INFORMATION ยจ JUKKA LEMPA AND PEKKA MATOMAKI Abstract. We study a Dynkin game with asymmetric information. The game has a random expiry time, which is exponentially distributed and independ
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Document Date: 2013-05-03 02:22:38
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A DYNKIN GAME WITH ASYMMETRIC INFORMATION ยจ JUKKA LEMPA AND PEKKA MATOMAKI Abstract. We study a Dynkin game with asymmetric information. The game has a random expiry time, which is exponentially distributed and independ