Pricing and hedging game options in currency models with proportional transaction costs (Q2836219)
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scientific article; zbMATH DE number 6662237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging game options in currency models with proportional transaction costs |
scientific article; zbMATH DE number 6662237 |
Statements
8 December 2016
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game options
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game contingent claims
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Israeli options
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proportional transaction costs
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currency model
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superhedging
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optimal exercise
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Pricing and hedging game options in currency models with proportional transaction costs (English)
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