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Robust Hedging of American Options via Aggregated Snell Envelopes

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Rodrigues, Marco
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance Optimization and Control Probability 60G40, 60G44, 91G20, 93E20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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