搜索结果: 1-1 共查到“金融市场 game options”相关记录1条 . 查询时间(0.062 秒)
Perfect and partial hedging for swing game options in discrete time
game options discrete time
2010/11/1
The paper introduces and studies hedging for game (Israeli) style extension of swing options considered as multiple exercise derivatives. Assuming that the underlying security can be traded without re...