Partial hedging of American claims in a discrete market (Q260331)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial hedging of American claims in a discrete market |
scientific article |
Statements
Partial hedging of American claims in a discrete market (English)
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21 March 2016
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incomplete markets
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arbitrage-free markets
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efficient hedging
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fixed-probability hedging
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American claims
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stopping time
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