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

@@ Property / author @@
+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6558739
@@ Property / zbMATH DE Number: 6558739 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+incomplete markets
@@ Property / zbMATH Keywords: incomplete markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+arbitrage-free markets
@@ Property / zbMATH Keywords: arbitrage-free markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+efficient hedging
@@ Property / zbMATH Keywords: efficient hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fixed-probability hedging
@@ Property / zbMATH Keywords: fixed-probability hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+American claims
@@ Property / zbMATH Keywords: American claims / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stopping time
@@ Property / zbMATH Keywords: stopping time / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10598-014-9252-z
+Normal rank
@@ Property / OpenAlex ID @@
+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
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Q3844775
@@ Property / cites work: Q3844775 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:260331