The efficient hedging problem for American options (Q483722)
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scientific article; zbMATH DE number 6381320
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The efficient hedging problem for American options |
scientific article; zbMATH DE number 6381320 |
Statements
The efficient hedging problem for American options (English)
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17 December 2014
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American options
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convex risk functionals
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Fatou convergence
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worst stopping
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expected shortfall
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0.9414989
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0.92645127
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0.9113116
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0.90838385
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0.9074326
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0.90423334
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0.9023893
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0.9020087
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0.9017291
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