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No-Arbitrage and Hedging with Liquid American Options - MaRDI portal

No-Arbitrage and Hedging with Liquid American Options (Q5219726)

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scientific article; zbMATH DE number 7179970
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English
No-Arbitrage and Hedging with Liquid American Options
scientific article; zbMATH DE number 7179970

    Statements

    title
    No-Arbitrage and Hedging with Liquid American Options (English)
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    author
    Erhan Bayraktar
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    Zhou Zhou
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    publication date
    12 March 2020
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    zbMATH Keywords
    semistatic trading strategies
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    liquid American options
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    fundamental theorem of asset pricing
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    subhedging/superhedging dualities
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    Identifiers

    zbMATH DE Number
    7179970
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    OpenAlex ID
    W3124320429
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    arXiv ID
    1605.01327
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