Partial hedging of American contingent claims in a finite discrete time model (Q4614224)
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scientific article; zbMATH DE number 7008607
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| English | Partial hedging of American contingent claims in a finite discrete time model |
scientific article; zbMATH DE number 7008607 |
Statements
Partial hedging of American contingent claims in a finite discrete time model (English)
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30 January 2019
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American contingent claim
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European contingent claim
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equivalent martingale measure
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randomized stopping time
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shortfall risk
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superhedging
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0.8371957540512085
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0.8328050374984741
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0.8299998641014099
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0.8281161785125732
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0.8279809355735779
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