✦ LIBER ✦

The efficient hedging problem for American options

✍ Scribed by Sabrina Mulinacci

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient procedures for the valuation a

✍ Chuang-Chang Chang 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 173 KB

DISCRETE TIME HEDGING OF THE AMERICAN OP

✍ S. Hussain; M. Shashiashvili 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 192 KB

Efficient Computation of Hedging Portfol

✍ Jakša Cvitanić; Jin Ma; Jianfeng Zhang 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 150 KB

A QUANTIZATION TREE METHOD FOR PRICING A

✍ Vlad Bally; Gilles Pagès; Jacques Printems 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 440 KB

ON THE AMERICAN OPTION PROBLEM

✍ Goran Peskir 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 107 KB

American Options under Proportional Tran

✍ Alet Roux; Tomasz Zastawniak 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 746 KB