PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q2836219)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS |
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PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS (English)
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8 December 2016
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game options
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game contingent claims
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Israeli options
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proportional transaction costs
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currency model
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superhedging
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optimal exercise
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