Binomial approximations of shortfall risk for game options (Q957516)
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scientific article
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| English | Binomial approximations of shortfall risk for game options |
scientific article |
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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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0.93471897
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0.92345077
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0.91796136
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0.8854273
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0.8845631
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0.8684296
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0.8617335
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0.8537088
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0.85312134
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