scholarly journals Optimal hedging in discrete time

2013 ◽  
Vol 13 (6) ◽  
pp. 819-825 ◽  
Author(s):  
Bruno Rémillard ◽  
Sylvain Rubenthaler
Keyword(s):  
Discrete Time ◽  
Optimal Hedging

Optimal Hedging of American Options in Discrete Time

2012 ◽  
pp. 145-170 ◽  
Author(s):  
Bruno Rémillard ◽  
Alexandre Hocquard ◽  
Hugues Langlois ◽  
Nicolas Papageorgiou
Keyword(s):  
Discrete Time ◽  
American Options ◽  
Optimal Hedging

scholarly journals Variance-Optimal Hedging in Discrete Time

1995 ◽  
Vol 20 (1) ◽  
pp. 1-32 ◽  
Author(s):  
Martin Schweizer
Keyword(s):  
Discrete Time ◽  
Optimal Hedging

Optimal Hedging of American Options in Discrete Time

2010 ◽  
Author(s):  
Bruno Remillard ◽  
Hugues Langlois ◽  
Alexandre Hocquard ◽  
Nicolas A. Papageorgiou
Keyword(s):  
Discrete Time ◽  
American Options ◽  
Optimal Hedging
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