Pages that link to "Item:Q3654461"
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The following pages link to Robust efficient hedging for American options: The existence of worst case probability measures (Q3654461):
Displaying 6 items.
- Extremal measures and hedging in American options (Q315185) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- (Q4718251) (← links)
- The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566) (← links)