Partial hedging of American claims in a discrete market (Q260331): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10598-014-9252-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2027644726 / rank | |||
Normal rank | |||
Revision as of 21:34, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial hedging of American claims in a discrete market |
scientific article |
Statements
Partial hedging of American claims in a discrete market (English)
0 references
21 March 2016
0 references
incomplete markets
0 references
arbitrage-free markets
0 references
efficient hedging
0 references
fixed-probability hedging
0 references
American claims
0 references
stopping time
0 references
