Skip to main navigation
Skip to search
Skip to main content
The Hebrew University of Jerusalem Home
Approve / Request updates on publications
Link opens in a new tab
Search content at The Hebrew University of Jerusalem
Home
Profiles
Research units
Research output
Prizes
Hedging of swing game options in continuous time
Yonatan Iron
,
Yuri Kifer
*
*
Corresponding author for this work
Einstein Institute of Mathematics
Research output
:
Contribution to journal
›
Article
›
peer-review
6
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Hedging of swing game options in continuous time'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Hedging
100%
Game Options
100%
Continuous-time
100%
Dynkin Games
66%
Multiple Stopping
66%
American Options
33%
Discrete-time
33%
Swing Options
33%
Multiple Exercise Options
33%
Regularity Results
33%
Value Process
33%
Stopping Problem
33%
Geometric Brownian Motion
33%
Economics, Econometrics and Finance
Hedging
100%
Continuous Time
100%
Option Trading
33%
Machinery
33%
Levy Process
33%
Computer Science
Continuous Time
100%
discrete-time
50%
Geometric Brownian Motion
50%
Continuous Time Case
50%
Mathematics
Continuous Time
100%
Discrete Time
33%
American Option
33%
Time Case
33%
Geometric Brownian Motion
33%