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N. Merkulov

1 paper hereh-index 218 citations9 works total

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  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • math.PR1

identity via Semantic Scholar / OpenAlex

most citedOn the value of non-Markovian Dynkin games with partial and asymmetric information

11 citations · 11 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2020★ 11 cited

On the value of non-Markovian Dynkin games with partial and asymmetric information

Tiziano De Angelis, Nikita Merkulov, Jan Palczewski

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

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.