Pages that link to "Item:Q3161740"

The following pages link to DISCRETE TIME HEDGING OF THE AMERICAN OPTION (Q3161740):

Displaying 12 items.

• The weighted reverse Poincaré-type estimates for the difference of two convex vectors (Q308083) (← links)
• Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
• On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
• The weighted square integral inequalities for the first derivative of the function of a real variable (Q949004) (← links)
• Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
• American put options with a finite set of exercisable time epochs (Q1905857) (← links)
• Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
• Estimate for the discrete time hedging error of the American option on a dividend-paying stock (Q3225015) (← links)
• Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
• The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566) (← links)
• Reverse Poincaré-type inequalities for the difference of superharmonic functions (Q5964329) (← links)
• Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)