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Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions

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اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • بيانات النشر:
      Springer
    • الموضوع:
      2018
    • Collection:
      University of Regensburg Publication Server
    • File Description:
      application/pdf
    • Relation:
      https://epub.uni-regensburg.de/35818/1/SSRN-id2764759.pdf; Gerer, Johannes und Dorfleitner, Gregor (2018) Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions. Review of Derivatives Research 21, S. 175-199.
    • الرقم المعرف:
      10.1007/s11147-017-9137-3?author_access_token=EVMApBlF19JZUOESFiV-cve4RwlQNchNByi7wbcMAY6Q2eJ-xHVWyf6eRhW5KFjMo26T49BUGHVVYCHyOX5SdODchvadrgkqJn3qWYeRNhPWsteRbL4-ADbfr7FEwf6Fikhp88gm9FElTnmUkviBAA%3D%3D
    • Rights:
      https://epub.uni-regensburg.de/licenses/lic_without_pod.html
    • الرقم المعرف:
      edsbas.AC5F95D1