Discrete hedging of American-type options using local risk minimization
| Year of publication: |
2007
|
|---|---|
| Authors: | Coleman, Thomas F. ; Levchenkov, Dmitriy ; Li, Yuying |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 11, p. 3398-3419
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