Pages that link to "Item:Q1000478"
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The following pages link to Hedging American options in Merton's model: A locally risk minimizing approach (Q1000478):
Displaying 4 items.
- Extremal measures and hedging in American options (Q315185) (← links)
- Superhedging of American options on an incomplete market with discrete time and finite horizon (Q904452) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (Q5068223) (← links)