Convex duality for partial hedging of American options: continuous price processes
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource, 1 online resource.
- Sprache
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Englisch
- Erschienen in
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Convex duality for partial hedging of American options: continuous price processes ; volume:27 ; number:3 ; day:21 ; month:5 ; year:2023 ; pages:1-21 ; date:7.2023
Positivity ; 27, Heft 3 (21.5.2023), 1-21, 7.2023
- Urheber
-
Perkkiö, Ari-Pekka
Treviño-Aguilar, Erick
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s11117-023-00993-7
- URN
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urn:nbn:de:101:1-2023102617062201844259
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
- 14.08.2025, 11:03 MESZ
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Beteiligte
- Perkkiö, Ari-Pekka
- Treviño-Aguilar, Erick
- SpringerLink (Online service)
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