Utility Maximization When Shorting American Options (Q5853611)
From MaRDI portal
scientific article; zbMATH DE number 7319374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility Maximization When Shorting American Options |
scientific article; zbMATH DE number 7319374 |
Statements
Utility Maximization When Shorting American Options (English)
0 references
11 March 2021
0 references
shorting American options
0 references
robust utility maximization
0 references
semistatic trading strategy
0 references
nonanticipative strategy
0 references
liquidating strategy
0 references
randomized stopping time
0 references
0 references
0 references
0 references
0 references
