Pages that link to "Item:Q3429339"
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The following pages link to Hedging with risk for game options in discrete time (Q3429339):
Displayed 12 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)