Pages that link to "Item:Q4614224"

The following pages link to Partial hedging of American contingent claims in a finite discrete time model (Q4614224):

Displaying 9 items.

• Partial hedging of American claims in a discrete market (Q260331) (← links)
• Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
• Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
• Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
• Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
• Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
• Limit theorems for partial hedging under transaction costs (Q2875729) (← links)
• The martingale method of shortfall risk minimization in a discrete time market (Q3144058) (← links)
• (Q3367848) (← links)