Optimal Discrete Hedging of American Options Using an Integrated Approach to Options with Complex Embedded Decisions
Year of publication: |
2016
|
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Authors: | Gerer, Johannes |
Other Persons: | Dorfleitner, Gregor (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Hedging | Experiment |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 17, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2764759 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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