Variants of gambling in contests

In the Seel-Strack contest (Seel and Strack [2013]), n agents each privately observe an independent copy of a drifting Brownian motion which starts above zero. Each agent chooses when to stop the process she observes, and the winner of the contest is the agent who stops her Brownian motion at the hi...

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Bibliographic Details
Main Author: Feng, Han
Published: University of Warwick 2014
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618969