Hedging Game Contingent Claims with Constrained Portfolios (Q4919247): Difference between revisions
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Revision as of 14:35, 19 March 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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