Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions |
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Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (English)
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9 November 2018
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transaction costs
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early exercise
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discrete hedging
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American option
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embedded decisions
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good-deal bounds
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