Arbitrage, hedging and utility maximization using semi-static trading strategies with American options (Q511478): Difference between revisions
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Latest revision as of 10:44, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage, hedging and utility maximization using semi-static trading strategies with American options |
scientific article |
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Arbitrage, hedging and utility maximization using semi-static trading strategies with American options (English)
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21 February 2017
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asset pricing
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hedging duality
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utility maximization
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semi-static trading strategies
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American options
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