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"Optimal partial hedging of an American option: shifting the focus to the ..."

Peter Lindberg (2012)

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DOI: 10.1007/S00186-012-0382-9

access: closed

type: Journal Article

metadata version: 2020-03-03

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Peter Lindberg:
Optimal partial hedging of an American option: shifting the focus to the expiration date. Math. Methods Oper. Res. 75(3): 221-243 (2012)

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