Robust efficient hedging for American options: The existence of worst case probability measures (Q3654461): Difference between revisions
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Revision as of 13:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust efficient hedging for American options: The existence of worst case probability measures |
scientific article |
Statements
Robust efficient hedging for American options: The existence of worst case probability measures (English)
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6 January 2010
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American options
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hedging
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robust loss functionals
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shortfall risk
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topological minimax
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