Optimal Hedging of American Options in Discrete Time (Q2917430): Difference between revisions
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Revision as of 09:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Hedging of American Options in Discrete Time |
scientific article |
Statements
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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