Hedging game contingent claims with constrained portfolios (Q4919247)
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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)
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8 May 2013
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game option
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contingent claims
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hedging
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optimal stopping
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free boundary
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0.9731018543243408
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0.8133165240287781
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0.813216507434845
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0.8017198443412781
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0.8009071350097656
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