PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Hedging with risk for game options in discrete time / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Valuation of Commodity-Based Swing Options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Game options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the Structure of a Swing Contract's Optimal Value and Optimal Strategy / rank | |||
Normal rank |
Latest revision as of 04:47, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME |
scientific article |
Statements
PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (English)
0 references
16 June 2011
0 references
hedging
0 references
multiple exercise derivatives
0 references
game options
0 references
shortfall risk
0 references
0 references