Hedging American options in Merton's model: A locally risk minimizing approach

DOI10.1023/A:1010036828397zbMath1153.91461MaRDI QIDQ1000478

Sabrina Mulinacci, Giovanni Becchere

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

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