Hedging with risk for game options in discrete time (Q3429339): Difference between revisions

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-Q163434
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+Yuri Kifer
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+MaRDI publication profile
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+https://doi.org/10.1080/17442500601097784
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+W2002128298
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@@ Property / cites work @@
+On dynamic measure of risk
@@ Property / cites work: On dynamic measure of risk / rank @@
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+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
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+Efficient hedging: cost versus shortfall risk
@@ Property / cites work: Efficient hedging: cost versus shortfall risk / rank @@
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+Game options
@@ Property / cites work: Game options / rank @@
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+Error estimates for binomial approximations of game options
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@@ Property / cites work @@
+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Pricing Israeli options: a pathwise approach
@@ Property / cites work: Pricing Israeli options: a pathwise approach / rank @@
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+Some calculations for Israeli options
@@ Property / cites work: Some calculations for Israeli options / rank @@
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+The efficient hedging problem for American options
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@@ Property / cites work @@
+Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating
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+On the existence of an efficient hedge for an American contingent claim within a discrete time market
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+Explicit solutions for shortfall risk minimization in multinomial models.
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