Hedging of swing game options in continuous time

Stochastics An International Journal of Probability and Stochastic Processes 2011 / 08 Vol. 83; Iss. 4-6

Hedging of swing game options in continuous time

Iron, Yonatan, Kifer, Yuri
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Volume:
83
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442508.2010.510908
Date:
August, 2011
File:
PDF, 318 KB
english, 2011
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