Estimate for the discrete time hedging error of the American option on a dividend-paying stock (Q3225015)
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scientific article; zbMATH DE number 6014408
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| English | Estimate for the discrete time hedging error of the American option on a dividend-paying stock |
scientific article; zbMATH DE number 6014408 |
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Estimate for the discrete time hedging error of the American option on a dividend-paying stock (English)
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13 March 2012
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American option
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discrete time hedging
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hedging error
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optimal stopping problem
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locally Lipschitz functions
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0.9176076650619508
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0.8393670320510864
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0.8232067227363586
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0.7879743576049805
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