Pages that link to "Item:Q1935932"
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The following pages link to Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932):
Displaying 6 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)
- Optimal partial hedging in a discrete-time market as a Knapsack problem (Q607677) (← links)
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Robust efficient hedging for American options: The existence of worst case probability measures (Q3654461) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)