Cited by 2
On shortfall risk minimization for game options

Pub. online: 4 Aug 2023      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 10, Issue 4 (2023), pp. 367–395
   Abstract
Pricing finite maturity game call options with convertible features
Tsvetelin Zaevski
Journal  Communications in Statistics - Simulation and Computation (2025), p. 1