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dc.contributor.author
Dolinsky, Yan
dc.contributor.author
Iron, Yonathan
dc.contributor.author
Kifer, Yuri
dc.date.accessioned
2017-06-09T17:24:41Z
dc.date.available
2017-06-09T17:24:41Z
dc.date.issued
2011-07
dc.identifier.issn
0960-1627
dc.identifier.issn
1467-9965
dc.identifier.other
10.1111/j.1467-9965.2010.00440.x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/41750
dc.language.iso
en
dc.publisher
Wiley-Blackwell
dc.subject
Hedging
dc.subject
Multiple exercise derivatives
dc.subject
Game options
dc.subject
Shortfall risk
dc.title
Perfect and Partial Hedging for Game Swing Options in Discrete Time
dc.type
Journal Article
ethz.journal.title
Mathematical Finance
ethz.journal.volume
21
ethz.journal.abbreviated
Math. finance
ethz.pages.start
447
ethz.pages.end
474
ethz.notes
Manuscript received September 2008, Final revision received August 2009, Published online 19 October 2011.
ethz.identifier.wos
ethz.identifier.nebis
003866656
ethz.publication.place
Boston
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-09T17:24:57Z
ethz.source
ECIT
ethz.identifier.importid
imp59364ead14ac895986
ethz.ecitpid
pub:69734
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T18:19:55Z
ethz.rosetta.lastUpdated
2020-02-14T09:07:19Z
ethz.rosetta.versionExported
true
ethz.COinS
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