Before revision:  We recall the rigorous framework of [ Grasselli, M. R., Lecl\`ere, V. and Ludkovski, M. Priority option : the value of being a leader . Math. and Fin.
After revision:  We recall the rigorous framework of [ M. Grasselli, V. Lecl\`ere and M. Ludkovsky, Priority Option : the value of being a leader . Math. and Fin.