Hedging Game Contingent Claims with Constrained Portfolios (Q4919247): Difference between revisions
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Created claim: Wikidata QID (P12): Q128311692, #quickstatements; #temporary_batch_1725413904772 |
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| Property / DOI: 10.4208/aamm.09-m08h8 / rank | |||
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| Property / DOI: 10.4208/AAMM.09-M08H8 / rank | |||
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Latest revision as of 15:22, 30 December 2024
scientific article; zbMATH DE number 6161671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Game Contingent Claims with Constrained Portfolios |
scientific article; zbMATH DE number 6161671 |
Statements
Hedging Game Contingent Claims with Constrained Portfolios (English)
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8 May 2013
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game option
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contingent claims
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hedging
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optimal stopping
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free boundary
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