Partial hedging of American claims in a discrete market (Q260331)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6558739
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Partial hedging of American claims in a discrete market |
scientific article; zbMATH DE number 6558739 |
Statements
Partial hedging of American claims in a discrete market (English)
0 references
21 March 2016
0 references
incomplete markets
0 references
arbitrage-free markets
0 references
efficient hedging
0 references
fixed-probability hedging
0 references
American claims
0 references
stopping time
0 references
0 references
0 references
0.8288360834121704
0 references
0.8218310475349426
0 references
0.813883364200592
0 references
0.8087224364280701
0 references
0.807598888874054
0 references
