Optimal Hedging of American Options in Discrete Time (Q2917430): Difference between revisions

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Latest revision as of 17:14, 5 July 2024

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Optimal Hedging of American Options in Discrete Time
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    Optimal Hedging of American Options in Discrete Time (English)
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    28 September 2012
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    American option
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    bermudan option
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    risk
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    martingale
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