Optimal hedging of American options in discrete time (Q2917430)
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scientific article; zbMATH DE number 6088200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal hedging of American options in discrete time |
scientific article; zbMATH DE number 6088200 |
Statements
Optimal Hedging of American Options in Discrete Time (English)
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28 September 2012
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American option
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bermudan option
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risk
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martingale
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0.8725224733352661
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0.8471229076385498
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0.8393670320510864
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0.8145573139190674
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0.8044152855873108
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