摘要翻译：
本文介绍并研究了作为多重行权衍生工具的摆动期权的博弈（以色列）式扩展套期保值。假设标的证券可以不受限制地进行交易，我们通过经典的套期保值理论推导出多重行权期权的估值公式。在引入期权缺口风险的概念后，我们还研究了部分套期保值，从而使这种风险最小化。
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英文标题：
《Perfect and partial hedging for swing game options in discrete time》
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作者：
Y.Dolinsky, Y.Iron, Y.Kifer
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
  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 restrictions we derive a formula for valuation of multiple exercise options via classical hedging arguments. Introducing the notion of the shortfall risk for such options we study also partial hedging which leads to minimization of this risk.
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PDF链接：
https://arxiv.org/pdf/0907.2541