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As an application, we consider the problem of pricing American game contingent claims by the utility maximization approach.<\/jats:p>","DOI":"10.1137\/080738933","type":"journal-article","created":{"date-parts":[[2010,3,5]],"date-time":"2010-03-05T18:15:45Z","timestamp":1267812945000},"page":"3659-3669","source":"Crossref","is-referenced-by-count":58,"title":["The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options"],"prefix":"10.1137","volume":"48","author":[{"given":"Said","family":"Hamad\u00e8ne","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jianfeng","family":"Zhang","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2010,3,5]]},"reference":[{"key":"R1","unstructured":"M. Alariot, J. P. Lepeltier, and B. Marchal,\n                      Jeux de Dynkin\n                      , in Proceedings of the 2nd Bad Honnef Workshop on Stochastic Processes, Lecture Notes in Control and Inform. Sci., Springer-Verlag, Berlin, 1982, pp. 23\u201332."},{"key":"R2","doi-asserted-by":"publisher","DOI":"10.1007\/s00245-008-9035-z"},{"key":"R3","doi-asserted-by":"publisher","DOI":"10.1080\/10451120412331313438"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1090\/S0002-9947-1977-0453082-7"},{"key":"R5","doi-asserted-by":"publisher","DOI":"10.1016\/0022-1236(74)90076-7"},{"key":"R6","doi-asserted-by":"publisher","DOI":"10.1007\/BF01844871"},{"key":"R7","doi-asserted-by":"publisher","DOI":"10.1080\/17442509008833635"},{"key":"R8","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1041903216"},{"key":"R9","unstructured":"C. Dellacherie and P. A. Meyer,\n                      Probabilit\u00e9s et Potentiel\n                      , Chapitres V\u2013VIII, Hermann, Paris, 1980."},{"key":"R10","first-page":"270","volume":"10","author":"Dynkin E. B.","year":"1969","journal-title":"Soviet Math. Dokl.","ISSN":"https:\/\/id.crossref.org\/issn\/0197-6788","issn-type":"print"},{"key":"R11","doi-asserted-by":"publisher","DOI":"10.1137\/060673916"},{"key":"R12","doi-asserted-by":"publisher","DOI":"10.1214\/105051606000000204"},{"key":"R13","doi-asserted-by":"crossref","unstructured":"N. El Karoui,\n                      Les aspects probabilistes du contr\u00f4le stochastique\n                      , in Ecole d'\u00e9t\u00e9 de probabilit\u00e9s de Saint-Flour, Lecture Notes in Math. 876, Springer-Verlag, Berlin, 1980, pp. 73\u2013238.","DOI":"10.1007\/BFb0097499"},{"key":"R14","unstructured":"E. Etourneau,\n                      R\u00e9solution d'un probl\u00e8me de jeu de somme non nulle sur les temps d'arr\u00eat\n                      , Th\u00e8se de 3-i\u00e8me cycle, Univ. 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Optim., 9 (1982\/83), pp. 1\u201324.","DOI":"10.1007\/BF01460115"},{"key":"R26","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012900369812"}],"container-title":["SIAM Journal on Control and Optimization"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/080738933","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,8,21]],"date-time":"2026-08-21T12:41:24Z","timestamp":1787316084000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/080738933"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,1]]},"references-count":26,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2010,1]]}},"alternative-id":["10.1137\/080738933"],"URL":"https:\/\/doi.org\/10.1137\/080738933","relation":{},"ISSN":["0363-0129","1095-7138"],"issn-type":[{"value":"0363-0129","type":"print"},{"value":"1095-7138","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,1]]}}}