2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/209997In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we consider the problem of pricing American game contingent claims by the utility maximization approach.16 pagesPricing of SecuritiesProbability91A15; 91A10; 91A30; 60G40; 91A60text