Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach

Author: Becchere G.  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.6, Iss.2, 1999-06, pp. : 153-170

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract