On Hedging American Options under Model Uncertainty Journal Article

• Best Open Access

Overview

CU Boulder Authors

• Huang, Yu-Jui

publication date

• January 1, 2015

has restriction

• green

Date in CU Experts

• January 25, 2017 8:49 AM

Full Author List

• Bayraktar E; Huang Y-J; Zhou Z

author count

• 3

citation count

• 18

published in

• SIAM Journal on Financial Mathematics  Journal

Other Profiles

International Standard Serial Number (ISSN)

• 1945-497X

Digital Object Identifier (DOI)

• https://doi.org/10.1137/140961869

Additional Document Info

start page

• 425

end page

• 447

volume

• 6

issue

• 1