Hedging with risk for game options in discrete time

Stochastics

Volumn 79, Issue 1-2, 2007, Pages 169-195

  Dolinsky, Yan ^a   Kifer, Yuri ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Game options; Hedging; Optimal stopping; Risk

Indexed keywords

EID: 34248184715     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442500601097784     Document Type: Article

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