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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 4: Taksar Memorial Issue
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Original Articles

Hedging of game options in discrete markets with transaction costs

Yuri Kifer Institute of Mathematics, Hebrew University, Jerusalem, IsraelCorrespondence[email protected]
Pages 667-681 | Received 25 Feb 2013, Accepted 19 Mar 2013, Published online: 23 May 2013

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Read on this site (2)

Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé & Mikhail Zhitlukhin. (2021) Von Neumann–Gale model, market frictions and capital growth. Stochastics 93:2, pages 279-310.
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Alet Roux & Tomasz Zastawniak. (2018) Game options with gradual exercise and cancellation under proportional transaction costs. Stochastics 90:8, pages 1190-1220.
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Articles from other publishers (1)

ALET ROUX. (2016) PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS. International Journal of Theoretical and Applied Finance 19:07, pages 1650043.
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