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On One-Sided Stochastic Games and Their Applications to Finance

The present article continues the work initiated in Dshalalow and Huang[ 5 ] about an antagonistic stochastic game. The main phase of that game was preceded by “unprovoked” hostile actions by one of the players. We assert that the result in Dshalalow and Huang provide a closed form solution by working on a particular case and by arriving at fully explicit formulas for associated distributions. A new density function for the related processes has been obtained: a product of a negative exponential and modified Bessel functions. Other investigation is rendered for pre-exit functionals. The analyticity of the formulas are illustrated by numerical examples.