Arbitrage, hedging and utility maximization using semi-static trading strategies with American options (Q511478)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Arbitrage, hedging and utility maximization using semi-static trading strategies with American options |
scientific article |
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Arbitrage, hedging and utility maximization using semi-static trading strategies with American options (English)
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21 February 2017
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asset pricing
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hedging duality
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utility maximization
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semi-static trading strategies
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American options
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0.8593863844871521
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0.8067363500595093
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0.8043240308761597
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0.7982255816459656
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0.7871581315994263
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