The efficient hedging problem for American options (Q483722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The efficient hedging problem for American options |
scientific article |
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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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