%0 Journal Article
%T Hedging of game options in discrete markets with transaction costs
%A Yuri Kifer
%J Quantitative Finance
%D 2012
%I arXiv
%X We construct algorithms for computation of prices and superhedging strategies for game options in general discrete markets both from the seller and the buyer points of view.
%U http://arxiv.org/abs/1206.4506v1