Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
On Hedging American Options under Model Uncertainty - MaRDI portal

On Hedging American Options under Model Uncertainty (Q5258452)

From MaRDI portal
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

    title
    On Hedging American Options under Model Uncertainty (English)
    0 references
    author
    Erhan Bayraktar
    0 references
    Yu-Jui Huang
    0 references
    Zhou Zhou
    0 references
    publication date
    26 June 2015
    0 references
    zbMATH Keywords
    American options
    0 references
    model independent pricing
    0 references
    semistatic hedging strategies
    0 references

    Identifiers

    DOI
    10.1137/140961869
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60G40
    0 references
    60G42
    0 references
    93E20
    0 references
    zbMATH DE Number
    6450930
    0 references
    OpenAlex ID
    W3123121825
    0 references
    arXiv ID
    1309.2982
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5258452&oldid=35974660"
    Powered by MediaWiki