Hedging of swing game options in continuous time (Q3108368): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
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: PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3992729 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Game options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic differential equations. An introduction with applications. / rank | |||
Normal rank |
Latest revision as of 18:52, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hedging of swing game options in continuous time |
scientific article |
Statements
Hedging of swing game options in continuous time (English)
0 references
3 January 2012
0 references
game options
0 references
swing options
0 references
multiple optimal stopping
0 references
multiple exercise derivatives
0 references