On Hedging American Options under Model Uncertainty (Q5258452)
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scientific article; zbMATH DE number 6450930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Hedging American Options under Model Uncertainty |
scientific article; zbMATH DE number 6450930 |
Statements
On Hedging American Options under Model Uncertainty (English)
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26 June 2015
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American options
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model independent pricing
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semistatic hedging strategies
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