Convex duality for partial hedging of American options: continuous price processes
Crossref DOI link: https://doi.org/10.1007/s11117-023-00993-7
Published Online: 2023-05-21
Published Print: 2023-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Perkkiƶ, Ari-Pekka
TreviƱo-Aguilar, Erick http://orcid.org/0000-0002-2543-8469
Text and Data Mining valid from 2023-05-21
Version of Record valid from 2023-05-21
Article History
Received: 8 February 2022
Accepted: 3 May 2023
First Online: 21 May 2023