Perfect and partial hedging for swing game options in discrete time
Year of publication: |
2011
|
---|---|
Authors: | Dolinsky, Yan ; Iron, Yonathan ; Kifer, Yuri |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 3, p. 447-474
|
Subject: | Optionsgeschäft | Option trading | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias, (1997)
-
Essays on basket options hedging and irreversible investment valuation
Su, Xia, (2008)
-
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin, (2008)
- More ...
-
PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME
Dolinsky, Yan, (2011)
-
Risk Minimization for Game Options in Markets Imposing Minimal Transaction Costs
Dolinsky, Yan, (2014)
-
Binomial Approximations for Barrier Options of Israeli Style
Dolinsky, Yan, (2009)
- More ...