Binomial approximations of shortfall risk for game options (Q957516)

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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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