PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME
| Year of publication: |
2011
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|---|---|
| Authors: | Dolinsky, Yan ; Iron, Yonathan ; Kifer, Yuri |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 21.2011, 3, p. 447-475
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