Partial hedging of American claims in a discrete market (Q260331): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s10598-014-9252-z
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+W2027644726
@@ Property / OpenAlex ID: W2027644726 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal partial hedging in discrete markets
@@ Property / cites work: On optimal partial hedging in discrete markets / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence of an efficient hedge for an American contingent claim within a discrete time market
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@@ Property / cites work @@
+Hedging of Options with a Given Probability
@@ Property / cites work: Hedging of Options with a Given Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal partial hedging of an American option: shifting the focus to the expiration date
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
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@@ Property / cites work @@
+Q3844775
@@ Property / cites work: Q3844775 / rank @@
+Normal rank