Pages that link to "Item:Q1621616"
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The following pages link to Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616):
Displaying 3 items.
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- Time consistent pricing of options with embedded decisions (Q2180301) (← links)