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

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Property / cites work: OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS / rank
 
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Property / cites work: PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME / rank
 
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Property / cites work: Q3992729 / rank
 
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Property / cites work: Game options / rank
 
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Property / cites work: Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski / rank
 
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Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
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Latest revision as of 19:52, 4 July 2024

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Hedging of swing game options in continuous time
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    Hedging of swing game options in continuous time (English)
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    3 January 2012
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    game options
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    swing options
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    multiple optimal stopping
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    multiple exercise derivatives
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