Pages that link to "Item:Q904452"
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The following pages link to Superhedging of American options on an incomplete market with discrete time and finite horizon (Q904452):
Displaying 5 items.
- Extremal measures and hedging in American options (Q315185) (← links)
- Hedging American options in Merton's model: A locally risk minimizing approach (Q1000478) (← links)
- Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)