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"Extremal measures and hedging in American options."

Vladimir M. Khametov, Elena A. Shelemekh (2016)

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DOI: 10.1134/S0005117916060084

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - journals/aarc/KhametovS16
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  - https://dblp.org/rec/journals/aarc/KhametovS16
Vladimir M. Khametov, Elena A. Shelemekh:
Extremal measures and hedging in American options. Autom. Remote. Control. 77(6): 1041-1059 (2016)

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