The efficient hedging problem for American options
| Year of publication: |
2011
|
|---|---|
| Authors: | Mulinacci, Sabrina |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 2, p. 365-397
|
| Publisher: |
Springer |
| Subject: | American options | Convex risk functionals | Fatou convergence | Worst stopping | Expected shortfall |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149758