Pages that link to "Item:Q483722"
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The following pages link to The efficient hedging problem for American options (Q483722):
Displayed 9 items.
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (Q2875729) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)