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

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