  We start briefly surveying research on optimal stopping games since their
introduction by E.B.Dynkin more than 40 years ago. Recent renewed interest to
dynkin's games is due, in particular, to the study of Israeli (game) options
introduced in 2000. We discuss the work on these options and related derivative
securities for the last decade. Among various results on game options we
consider error estimates for their discrete approximations, swing game options,
game options in markets with transaction costs and other questions.
