Applications of weak convergence for hedging of game options (Q1958505)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Applications of weak convergence for hedging of game options
scientific article

    Statements

    Applications of weak convergence for hedging of game options (English)
    0 references
    0 references
    0 references
    4 October 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Dynkin games
    0 references
    game options
    0 references
    weak convergence
    0 references
    0 references