Go to content
UR Home

Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions

Gerer, Johannes and Dorfleitner, Gregor (2018) Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions. Review of Derivatives Research 21, pp. 175-199.

Full text not available from this repository.

Other URL: https://link.springer.com/article/10.1007%2Fs11147-017-9137-3, https://link.springer.com/epdf/10.1007/s11147-017-9137-3?author_access_token=EVMApBlF19JZUOESFiV-cve4RwlQNchNByi7wbcMAY6Q2eJ-xHVWyf6eRhW5KFjMo26T49BUGHVVYCHyOX5SdODchvadrgkqJn3qWYeRNhPWsteRbL4-ADbfr7FEwf6Fikhp88gm9FElTnmUkviBAA%3D%3D


Export bibliographical data



Item type:Article
Date:2018
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:35818
Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons