Binomial approximations of shortfall risk for game options (Q957516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Binomial approximations of shortfall risk for game options |
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Binomial approximations of shortfall risk for game options (English)
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27 November 2008
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game options
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Dynkin games
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complete and incomplete markets
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shortfall risk
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binomial approximation
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Skorokhod embedding
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