PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (Q3008485): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME |
scientific article |
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PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME (English)
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16 June 2011
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hedging
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multiple exercise derivatives
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game options
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shortfall risk
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