On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100)
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scientific article; zbMATH DE number 5221743
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On the existence of an efficient hedge for an American contingent claim within a discrete time market |
scientific article; zbMATH DE number 5221743 |
Statements
On the existence of an efficient hedge for an American contingent claim within a discrete time market (English)
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19 December 2007
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partial hedging
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efficient hedging
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expected loss
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American claims
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incomplete markets
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ynamic measures of risk
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0.8526983857154846
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0.8371957540512085
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0.8152112364768982
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0.8123964071273804
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0.8047413229942322
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