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"On Hedging American Options under Model Uncertainty."

Erhan Bayraktar, Yu-Jui Huang, Zhou Zhou (2015)

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DOI: 10.1137/140961869

access: closed

type: Journal Article

metadata version: 2024-02-15

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Erhan Bayraktar, Yu-Jui Huang, Zhou Zhou:
On Hedging American Options under Model Uncertainty. SIAM J. Financial Math. 6(1): 425-447 (2015)

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