On Hedging American Options Under Model Uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Bayraktar, Erhan |
Other Persons: | Huang, Yu-Jui (contributor) ; Zhou, Zhou (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risiko | Risk |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2385069 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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