Hedging of game options in discrete markets with transaction costs (Q5410803)
From MaRDI portal
scientific article; zbMATH DE number 6286598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of game options in discrete markets with transaction costs |
scientific article; zbMATH DE number 6286598 |
Statements
Hedging of game options in discrete markets with transaction costs (English)
0 references
17 April 2014
0 references
game options
0 references
transaction costs
0 references
superhedging
0 references
Dynkin games
0 references
0 references
