Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions
2017 ◽
Vol 21
(2)
◽
pp. 175-199
◽
Johannes Gerer
◽
Gregor Dorfleitner
2007 ◽
Vol 6
(1)
◽
pp. 185-186
E COSENTINO
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E RINALDI
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D DEGLIESPOSTI
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S BACCHELLI
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D DESANCTIS
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...
2004 ◽
Vol 49
(3)
◽
pp. 337-338
2004 ◽
Vol 49
(Supplement 14)
◽
Christine T. Chambers
◽
Elizabeth A. Job
Robert D. Margolis
◽
Joan E. Zweben
Robert D. Margolis
◽
Joan E. Zweben
Jodi Abbott
◽
Roxanne Felix
◽
Karen Lee
◽
Cynthia Smith
Ly Vick-Johnson
◽
Karen Pumphrey
◽
Chandra Coleman
◽
Dianne Carlson
◽
Joanne Zucchetto