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

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+On dynamic measure of risk
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+Quantile hedging
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+Efficient hedging: cost versus shortfall risk
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+Game options
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+Error estimates for binomial approximations of game options
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Pricing Israeli options: a pathwise approach
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+Some calculations for Israeli options
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+The efficient hedging problem for American options
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+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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