Optimal Hedging of American Options in Discrete Time
Year of publication: |
2011
|
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Authors: | Remillard, Bruno |
Other Persons: | Langlois, Hugues (contributor) ; Hocquard, Alexandre (contributor) ; Papageorgiou, Nicolas A. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 21, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1729421 [DOI] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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