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On The Lower Arbitrage Bound Of American Contingent Claims

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  • Beatrice Acciaio
  • Gregor Svindland

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  • Beatrice Acciaio & Gregor Svindland, 2014. "On The Lower Arbitrage Bound Of American Contingent Claims," Mathematical Finance, Wiley Blackwell, vol. 24(1), pages 147-155, January.
    • Handle: RePEc:bla:mathfi:v:24:y:2014:i:1:p:147-155
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    File URL: http://hdl.handle.net/10.1111/j.1467-9965.2012.00519.x
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    References listed on IDEAS

    as
    1. Frank Riedel, 2009. "Optimal Stopping With Multiple Priors," Econometrica, Econometric Society, vol. 77(3), pages 857-908, May.
    2. Ioannis Karatzas & (*), S. G. Kou, 1998. "Hedging American contingent claims with constrained portfolios," Finance and Stochastics, Springer, vol. 2(3), pages 215-258.
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