抄録
In this note, we treat a two-player zero-sum Dynkin game on two stocks
driven by geometric Lévy processes, for a given terminal reward cost. Explicit forms
for the optimal stopping times and the value of the game are both sought for, under
certain conditions. The present note extends a recent result of the author to include
a wider class of diffusion processes with jumps. The main result is derived following a
decomposition of a stopping game into two standard optimal stopping problems which
is due to Yasuda for a standard Brownian motion.
