Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies |
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Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (English)
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4 April 2016
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partial hedging
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American options
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stopping times
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complete markets
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convex duality
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optimal Markov policies
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