Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming |
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Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (English)
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22 September 2015
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American contingent claims
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pricing
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hedging
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martingales
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mixed-integer linear programming
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