Hedging American options in Merton's model: A locally risk minimizing approach (Q1000478)

From MaRDI portal





scientific article; zbMATH DE number 5503487
Language Label Description Also known as
English
Hedging American options in Merton's model: A locally risk minimizing approach
scientific article; zbMATH DE number 5503487

    Statements

    Hedging American options in Merton's model: A locally risk minimizing approach (English)
    0 references
    0 references
    0 references
    6 February 2009
    0 references

    Identifiers