Pages that link to "Item:Q6111062"
From MaRDI portal
The following pages link to Convex duality for partial hedging of American options: continuous price processes (Q6111062):
Displaying 4 items.
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- The robust pricing–hedging duality for American options in discrete time financial markets (Q5241566) (← links)