DISCRETE TIME HEDGING OF THE AMERICAN OPTION (Q3161740)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISCRETE TIME HEDGING OF THE AMERICAN OPTION |
scientific article |
Statements
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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