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Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina - In: Finance and stochastics 2 (1998) 3, pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
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The efficient hedging problem for American options
Mulinacci, Sabrina - In: Finance and stochastics 15 (2011) 2, pp. 365-397
Persistent link: https://www.econbiz.de/10009159078
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On the use of measure-valued strategies in bond markets
Donno, Marzia De; Pratelli, Maurizio - In: Finance and stochastics 8 (2004) 1, pp. 87-110
Persistent link: https://www.econbiz.de/10008215021
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On the use of measure-valued strategies in bond markets
De Donno, Marzia; Pratelli, Maurizio - In: Finance and stochastics 8 (2004) 1, pp. 87-109
Persistent link: https://www.econbiz.de/10001910737
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The efficient hedging problem for American options
Mulinacci, Sabrina - In: Finance and stochastics 15 (2011) 2, pp. 365-398
Persistent link: https://www.econbiz.de/10009014644