Pages that link to "Item:Q483722"
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The following pages link to The efficient hedging problem for American options (Q483722):
Displaying 20 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)
- Extremal measures and hedging in American options (Q315185) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Hedging American options in Merton's model: A locally risk minimizing approach (Q1000478) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Hedging of American options under transaction costs (Q2271728) (← links)
- Limit theorems for partial hedging under transaction costs (Q2875729) (← links)
- THE EXISTENCE OF THE RISK-EFFICIENT OPTIONS (Q2940222) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- On the solution of complementarity problems arising in American options pricing (Q3096882) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← 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)
- ON THE AMERICAN OPTION PROBLEM (Q5464339) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
- Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
