Pages that link to "Item:Q2917430"
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The following pages link to Optimal Hedging of American Options in Discrete Time (Q2917430):
Displaying 8 items.
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
- (Q4429136) (← links)
- The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566) (← links)