Applications of weak convergence for hedging of game options (Q1958505)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Applications of weak convergence for hedging of game options |
scientific article |
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Applications of weak convergence for hedging of game options (English)
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4 October 2010
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Dynkin games
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game options
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weak convergence
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0.7639108300209045
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0.7554486393928528
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0.7546516060829163
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0.7535065412521362
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0.7509187459945679
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