On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100): Difference between revisions
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Revision as of 22:22, 19 March 2024
scientific article; zbMATH DE number 5221743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of an efficient hedge for an American contingent claim within a discrete time market |
scientific article; zbMATH DE number 5221743 |
Statements
On the existence of an efficient hedge for an American contingent claim within a discrete time market (English)
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19 December 2007
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partial hedging
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efficient hedging
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expected loss
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American claims
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incomplete markets
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ynamic measures of risk
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