Discrete hedging of American-type options using local risk minimization

✍ Scribed by Thomas F. Coleman; Dmitriy Levchenkov; Yuying Li

• Book ID: 116615016
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 364 KB
• Volume: 31
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2007.04.020