Hedging of swing game options in continuous time (Q3108368)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of swing game options in continuous time |
scientific article |
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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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