PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485): Difference between revisions

@@ Property / arXiv ID @@
+.2541
@@ Property / arXiv ID: 0907.2541 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
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@@ Property / cites work @@
+Hedging with risk for game options in discrete time
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@@ Property / cites work @@
+Valuation of Commodity-Based Swing Options
@@ Property / cites work: Valuation of Commodity-Based Swing Options / rank @@
+Normal rank
@@ Property / cites work @@
+Game options
@@ Property / cites work: Game options / rank @@
+Normal rank
@@ Property / cites work @@
+MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE 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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@@ Property / cites work @@
+On the Structure of a Swing Contract's Optimal Value and Optimal Strategy
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