Pages that link to "Item:Q315185"
From MaRDI portal
The following pages link to Extremal measures and hedging in American options (Q315185):
Displaying 6 items.
- Hedging American options in Merton's model: A locally risk minimizing approach (Q1000478) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Existence conditions for extremal probability measures on Polish spaces and some of their properties (Q2037687) (← links)
- Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)
- Robust efficient hedging for American options: The existence of worst case probability measures (Q3654461) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)