Hedging of swing game options in continuous time (Q3108368): Difference between revisions

@@ Property / author @@
-Q163434
@@ Property / author: Q163434 / rank @@
-Normal rank
@@ Property / author @@
+Yuri Kifer
@@ Property / author: Yuri Kifer / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2010.510908
+Normal rank
@@ Property / OpenAlex ID @@
+W2050475264
@@ Property / OpenAlex ID: W2050475264 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
+Normal rank
@@ Property / cites work @@
+PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Game options
@@ Property / cites work: Game options / rank @@
+Normal rank
@@ Property / cites work @@
+Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank