Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394)
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scientific article; zbMATH DE number 7392180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Hedging of a Perpetual American Put with a Single Trade |
scientific article; zbMATH DE number 7392180 |
Statements
Optimal Hedging of a Perpetual American Put with a Single Trade (English)
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8 September 2021
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optimal hedging
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discrete-time hedging
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American put option
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optimal stopping
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free boundary problems
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