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Risk minimization for game options in markets imposing minimal transaction costs
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- Journal:
- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 19 September 2016, pp. 926-946
- Print publication:
- September 2016
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The Markov Chain Market
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 2 / November 2003
- Published online by Cambridge University Press:
- 17 April 2015, pp. 265-287
- Print publication:
- November 2003
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