Hedging of game options under model uncertainty in discrete time-Reference-Cited by-同舟云学术

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Hedging of game options under model uncertainty in discrete time

Published:2014-01-01 Issue:none Volume:19 Page:
ISSN:1083-589X
Container-title:Electronic Communications in Probability
language:
Short-container-title:Electron. Commun. Probab.

Author:

Dolinsky Yan¹

Affiliation:

1. Hebrew University

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdf_1/euclid.ecp/1465316721

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Soft Bond Game Options Valuation in Discrete Time Using a Fuzzy-Stochastic Approach;International Journal of Fuzzy Systems;2022-04-18

2. The robust pricing-hedging duality for American options in discrete time financial markets;Mathematical Finance;2018-10-08

3. Numerical scheme for Dynkin games under model uncertainty;Electronic Journal of Probability;2018-01-01

4. Quantile Hedging in a semi-static market with model uncertainty;Mathematical Methods of Operations Research;2017-10-07

5. On the robust Dynkin game;The Annals of Applied Probability;2017-06-01

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