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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 1-2: Optimal Stopping and Applications Part I
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Original Articles

Hedging with risk for game options in discrete time

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Pages 169-195 | Received 13 Oct 2006, Accepted 01 Nov 2006, Published online: 05 Nov 2008

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Yuri Kifer. (2013) Hedging of game options in discrete markets with transaction costs. Stochastics 85:4, pages 667-681.
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Articles from other publishers (17)

Zdeněk Zmeškal, Dana Dluhošová, Petr Gurný & Haochen Guo. (2022) Soft Bond Game Options Valuation in Discrete Time Using a Fuzzy-Stochastic Approach. International Journal of Fuzzy Systems 24:5, pages 2215-2228.
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Peidong Guo, Jizhou Zhang & Qian Wang. (2020) Path-dependent game options with Asian features. Chaos, Solitons & Fractals 141, pages 110412.
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Tsvetelin S. Zaevski. (2020) Discounted perpetual game put options. Chaos, Solitons & Fractals 137, pages 109858.
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Yan Dolinsky. (2020) On shortfall risk minimization for game options. Modern Stochastics: Theory and Applications, pages 379-394.
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NIV NAYMAN. (2018) SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS. International Journal of Theoretical and Applied Finance 21:05, pages 1850034.
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Roxana Dumitrescu, Marie-Claire Quenez & Agnès Sulem. (2017) Game Options in an Imperfect Market with Default. SIAM Journal on Financial Mathematics 8:1, pages 532-559.
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Ivan Guo & Marek Rutkowski. (2016) Arbitrage-free pricing of multi-person game claims in discrete time. Finance and Stochastics 21:1, pages 111-155.
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Yan Dolinsky & Yuri Kifer. (2016) Risk minimization for game options in markets imposing minimal transaction costs. Advances in Applied Probability 48:3, pages 926-946.
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Yuri Kifer. (2013) Dynkin's Games and Israeli Options. ISRN Probability and Statistics 2013, pages 1-17.
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Peter Lindberg. (2012) Optimal partial hedging of an American option: shifting the focus to the expiration date. Mathematical Methods of Operations Research 75:3, pages 221-243.
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Yan Dolinsky, Yonathan Iron & Yuri Kifer. (2011) PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME. Mathematical Finance 21:3, pages 447-474.
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Sabrina Mulinacci. (2011) The efficient hedging problem for American options. Finance and Stochastics 15:2, pages 365-397.
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Yan Dolinsky & Yuri Kifer. 2011. Advances in Dynamic Games. Advances in Dynamic Games 447 467 .
Yan Dolinsky. (2016) Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model. Journal of Applied Probability 47:4, pages 997-1012.
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Yan Dolinsky. (2016) Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model. Journal of Applied Probability 47:04, pages 997-1012.
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Erick Trevino Aguilar. (2009) Robust efficient hedging for American options: The existence of worst case probability measures. Statistics & Decisions 27:1, pages 1-23.
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Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc & Marek Rutkowski. (2009) Defaultable Game Options in a Hazard Process Model. Journal of Applied Mathematics and Stochastic Analysis 2009, pages 1-33.
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