Pages that link to "Item:Q5433100"
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The following pages link to On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100):
Displaying 10 items.
- Partial hedging of American claims in a discrete market (Q260331) (← links)
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Partial hedging of American contingent claims in a finite discrete time model (Q4614224) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
