|
|||||
|
|
On the existence of an efficient hedge for an American contingent claim within a discrete time market |
|
| Authors: | Leonel Pérez-hernández |
| Affiliation: | 1. Universidad de Guanajuato , School of Economics , UCEA Campus Marfil, Guanajuato, Gto. 36250, Mexico lperez@quijote.ugto.mx |
| Abstract: | |
| Keywords: | Partial hedging Efficient hedging Expected loss American claims Incomplete markets ynamic measures of risk |