✦ LIBER ✦

DISCRETE TIME HEDGING OF THE AMERICAN OPTION

✍ Scribed by S. Hussain; M. Shashiashvili

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Discrete hedging of American-type option

✍ Thomas F. Coleman; Dmitriy Levchenkov; Yuying Li 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 364 KB

Hedging of the European option in discre

✍ Marek Kociński 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 327 KB

Discrete time hedging errors for options

✍ Emmanuel Gobet; Emmanuel Temam 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 101 KB

PERFECT AND PARTIAL HEDGING FOR SWING GA

✍ Yan Dolinsky; Yonathan Iron; Yuri Kifer 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 253 KB

The efficient hedging problem for Americ

✍ Sabrina Mulinacci 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 999 KB

Hedging of American options under transa

✍ D. De Vallière; E. Denis; Y. Kabanov 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 331 KB