We start by briefly surveying a research on optimal stopping games since their introduction by Dynkin more than 40 years ago.\r\nRecent renewed interest toDynkin�s games is due, in particular, to the study of Israeli (game) options introduced in 2000.We discuss\r\nthe work on these options and related derivative securities for the last decade. Among various results on game options we consider\r\nerror estimates for their discrete approximations, swing game options, game options in markets with transaction costs, and other\r\nquestions.
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