Perfect and Partial Hedging for Game Swing Options in Discrete Time
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Author / Producer
Date
2011-07
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
21
Pages / Article No.
447 - 474
Publisher
Wiley-Blackwell
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Hedging; Multiple exercise derivatives; Game options; Shortfall risk
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
03658 - Schweizer, Martin / Schweizer, Martin
Notes
Manuscript received September 2008, Final revision received August 2009, Published online 19 October 2011.