Pages that link to "Item:Q511478"
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The following pages link to Arbitrage, hedging and utility maximization using semi-static trading strategies with American options (Q511478):
Displayed 4 items.
- Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (Q4971977) (← links)
- No-Arbitrage and Hedging with Liquid American Options (Q5219726) (← links)
- SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY (Q5367496) (← links)
- Utility Maximization When Shorting American Options (Q5853611) (← links)