Optimal Hedging of American Options in Discrete Time
2012 ◽
pp. 145-170
◽
Keyword(s):
Pricing of American options in discrete time using least squares estimates with complexity penalties
2012 ◽
Vol 142
(8)
◽
pp. 2289-2307
◽
1995 ◽
Vol 20
(1)
◽
pp. 1-32
◽
2013 ◽
Vol 13
(6)
◽
pp. 819-825
◽
2017 ◽
Vol 20
(06)
◽
pp. 1750036
◽
Keyword(s):