Pricing and hedging American options in incomplete markets
Hsuan-Ku Liu and Ming Long Liu
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Hsuan-ku ; Liu, Ming Long |
| Published in: |
Journal of modelling in management. - Bingley : Emerald Group Publishing Limited, ISSN 1746-5664, ZDB-ID 2258349-X. - Vol. 4.2009, 1, p. 72-82
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Unvollkommener Markt | Incomplete market | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003848337