Pages that link to "Item:Q265469"
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The following pages link to Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469):
Displaying 3 items.
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566) (← links)
- Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
