Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions
Crossref DOI link: https://doi.org/10.1007/s11147-017-9137-3
Published Online: 2017-07-20
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gerer, Johannes https://orcid.org/0000-0002-9531-7216
Dorfleitner, Gregor
License valid from 2017-07-20