DISCRETE TIME HEDGING OF THE AMERICAN OPTION (Q3161740): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9965.2010.00415.x / rank | |||
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| Property / cites work: ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS / rank | |||
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| Property / cites work: Variational inequalities and the pricing of American options / rank | |||
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| Property / cites work: Q3914338 / rank | |||
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| Property / cites work: Q5717260 / rank | |||
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| Property / DOI: 10.1111/J.1467-9965.2010.00415.X / rank | |||
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Latest revision as of 19:54, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISCRETE TIME HEDGING OF THE AMERICAN OPTION |
scientific article |
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DISCRETE TIME HEDGING OF THE AMERICAN OPTION (English)
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15 October 2010
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American option
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discrete time hedging
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hedging error
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lower convex envelope
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