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"Utility Maximization When Shorting American Options."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Zhou Zhou (2021)

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Dagstuhl

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DOI: 10.1137/20M1320584

access: closed

type: Journal Article

metadata version: 2021-04-19

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Zhou Zhou:
Utility Maximization When Shorting American Options. SIAM J. Financial Math. 12(1): 47-78 (2021)

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last updated on 2021-04-19 17:21 CEST by the dblp team

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