Convex duality for partial hedging of American options: continuous price processes (Q6111062)
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scientific article; zbMATH DE number 7708082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex duality for partial hedging of American options: continuous price processes |
scientific article; zbMATH DE number 7708082 |
Statements
Convex duality for partial hedging of American options: continuous price processes (English)
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6 July 2023
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American options
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partial hedging
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convex duality
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normal integrands
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