Bayraktar, Erhan; Zhou, Zhou Super-hedging American options with semi-static trading strategies under model uncertainty. (English) Zbl 1396.91716 Int. J. Theor. Appl. Finance 20, No. 6, Article ID 1750036, 10 p. (2017). MSC: 91G20 60G40 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter The space of outcomes of semi-static trading strategies need not be closed. (English) Zbl 1416.91410 Finance Stoch. 21, No. 3, 741-751 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G99 91G20 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bayraktar, Erhan; Zhou, Zhou Arbitrage, hedging and utility maximization using semi-static trading strategies with American options. (English) Zbl 1357.91046 Ann. Appl. Probab. 26, No. 6, 3531-3558 (2016). MSC: 91G20 60G40 60G42 49L20 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid