American options in an imperfect complete market with default (Q4615505)
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scientific article; zbMATH DE number 7007412
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American options in an imperfect complete market with default |
scientific article; zbMATH DE number 7007412 |
Statements
American options in an imperfect complete market with default (English)
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29 January 2019
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American options
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imperfect markets
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nonlinear expectation
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superhedging
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default
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reflected
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backward stochastic differential equations
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0.917957067489624
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0.8229026198387146
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0.8196364045143127
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0.8142052888870239
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