Feng, Han; Hobson, David - In: Decisions in Economics and Finance 38 (2015) 1, pp. 21-37
In the Seel–Strack contest (J Econ Theory 148(5):2033–2048, <CitationRef CitationID="CR11">2013</CitationRef>), <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>n</mi> </math> </EquationSource> </InlineEquation> agents each privately observe an independent copy of a drifting Brownian motion which starts above zero and is absorbed at zero. Each agent chooses when to stop the process she observes, and the winner of the...</equationsource></equationsource></inlineequation></citationref>
