摘要翻译：
本文研究了连续时间的非零和Dynkin对策，它是一个关于停止时间的两人非合作对策。我们证明了对于一般随机过程，它有一个Nash平衡点。作为一个应用，我们用效用最大化方法研究了美式博弈未定权益的定价问题。
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英文标题：
《The Continuous Time Nonzero-sum Dynkin Game Problem and Application in
  Game Options》
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作者：
Said Hamadene and Jianfeng Zhang
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最新提交年份：
2008
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we consider the problem of pricing American game contingent claims by the utility maximization approach.
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PDF链接：
https://arxiv.org/pdf/0810.5698