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scientific article; zbMATH DE number 7564063

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Publication:5091389
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MaRDI QIDQ5091389

Besarion Dochviri, Zaza Khechinashvili

Publication date: 26 July 2022


Full work available at URL: http://www.viam.science.tsu.ge/enl_ses/vol35/Dochviri_Khechinashvili.pdf

Title of this publication is not available (Why is that?)


zbMATH Keywords

optimal stopping timeAmerican optionfinancial marketfair priceminimal hedge


Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Martingales and classical analysis (60G46)



Related Items (3)

Multi-asset American options and parallel quantization ⋮ American option pricing under financial crisis ⋮ Title not available (Why is that?)






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