Hedging Game Contingent Claims with Constrained Portfolios (Q4919247)
From MaRDI portal
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)
0 references
8 May 2013
0 references
game option
0 references
contingent claims
0 references
hedging
0 references
optimal stopping
0 references
free boundary
0 references
