Hedging game contingent claims with constrained portfolios (Q4919247)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging game contingent claims with constrained portfolios |
scientific article; zbMATH DE number 6161671
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.9731018543243408
0 references
0.8133165240287781
0 references
0.813216507434845
0 references
0.8017198443412781
0 references
0.8009071350097656
0 references
