SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY (Q5367496)
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scientific article; zbMATH DE number 6790986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY |
scientific article; zbMATH DE number 6790986 |
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SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY (English)
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13 October 2017
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American options
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super-hedging
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model uncertainty
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semi-static trading strategies
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randomized models
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