Perfect and Partial Hedging for Game Swing Options in Discrete Time
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Date
2011-07Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Mathematical FinanceVolume
Pages / Article No.
Publisher
Wiley-BlackwellSubject
Hedging; Multiple exercise derivatives; Game options; Shortfall riskOrganisational 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.More
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ETH Bibliography
yes
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