The efficient hedging problem for American options (Q483722): Difference between revisions

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Latest revision as of 11:49, 9 July 2024

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The efficient hedging problem for American options
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    The efficient hedging problem for American options (English)
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    17 December 2014
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    American options
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    convex risk functionals
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    Fatou convergence
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    worst stopping
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    expected shortfall
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