Viitteet 1-1 / 1
The knapsack problem approach in solving partial hedging problems of options
(Åbo Akademis förlag - Åbo Akademi University Press, 2012-08-31)
This thesis introduces a new approach for studying the problem of optimal partial hedging of both European and American options in a nite and complete discrete-time market model. We show how certain partial hedging problems, ...