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Hedging American contingent claims with arbitrage costs - MaRDI portal

Hedging American contingent claims with arbitrage costs (Q2482406)

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Hedging American contingent claims with arbitrage costs
scientific article

    Statements

    title
    Hedging American contingent claims with arbitrage costs (English)
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    author
    Bo Wang
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    Qingxin Meng
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    publication date
    16 April 2008
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60H10
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    60H30
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    zbMATH DE Number
    5264811
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    OpenAlex ID
    W1991258848
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