DISCRETE TIME HEDGING OF THE AMERICAN OPTION (Q3161740)

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DISCRETE TIME HEDGING OF THE AMERICAN OPTION
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    title
    DISCRETE TIME HEDGING OF THE AMERICAN OPTION (English)
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    publication date
    15 October 2010
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    zbMATH DE Number
    5800698
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    zbMATH Keywords
    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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    OpenAlex ID
    W1487571117
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