No-Arbitrage and Hedging with Liquid American Options (Q5219726)
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scientific article; zbMATH DE number 7179970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-Arbitrage and Hedging with Liquid American Options |
scientific article; zbMATH DE number 7179970 |
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No-Arbitrage and Hedging with Liquid American Options (English)
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12 March 2020
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semistatic trading strategies
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liquid American options
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fundamental theorem of asset pricing
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subhedging/superhedging dualities
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