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Marek Kociński 1
@article{10_4064_am_26_1_93_105, author = {Marek Koci\'nski}, title = {Optimality of the replicating strategy for {American} options}, journal = {Applicationes Mathematicae}, pages = {93--105}, publisher = {mathdoc}, volume = {26}, number = {1}, year = {1999}, doi = {10.4064/am-26-1-93-105}, zbl = {1050.91514}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.4064/am-26-1-93-105/} }
TY - JOUR AU - Marek Kociński TI - Optimality of the replicating strategy for American options JO - Applicationes Mathematicae PY - 1999 SP - 93 EP - 105 VL - 26 IS - 1 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.4064/am-26-1-93-105/ DO - 10.4064/am-26-1-93-105 LA - en ID - 10_4064_am_26_1_93_105 ER -
Marek Kociński. Optimality of the replicating strategy for American options. Applicationes Mathematicae, Tome 26 (1999) no. 1, pp. 93-105. doi : 10.4064/am-26-1-93-105. https://geodesic-test.mathdoc.fr/articles/10.4064/am-26-1-93-105/
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