<p>In this work we consider a problem of the</p><p>computation of the components of the hedging portfolio structure. In</p><p>literature often one can find valuations and estimations of the</p><p>fair price of American options. But the formulas for hedging portfolio</p><p>are interesting as well and are known for very particular cases</p><p>only. In our work we study different cases of American Put and Russian</p><p>options on finite and infinite horizon.</p>
| Identifer | oai:union.ndltd.org:UPSALLA/oai:DiVA.org:hh-1640 |
| Creators | Stromilo, Alexander |
| Publisher | Halmstad University, Halmstad University |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, text |
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