%0 Journal Article %1 Coleman2007 %A Coleman, Thomas F. %A Levchenkov, Dmitriy %A Li, Yuying %D 2007 %J Journal of Banking & Finance %K American option %N 11 %P 3398--3419 %T Discrete hedging of American-type options using local risk minimization %U http://www.sciencedirect.com/science/article/B6VCY-4NMC88V-1/1/168bb139dc5e66c7cb2be82c584bbc11 %V 31

@article{Coleman2007, added-at = {2008-04-22T13:53:19.000+0200}, author = {Coleman, Thomas F. and Levchenkov, Dmitriy and Li, Yuying}, biburl = {https://www.bibsonomy.org/bibtex/23510dff83056528fe214d59c763b8e49/smicha}, description = {Journal of Banking & Finance}, interhash = {df01698b11e918b1ba144790ff37d6dd}, intrahash = {3510dff83056528fe214d59c763b8e49}, journal = {Journal of Banking \& Finance}, keywords = {American option}, month = Nov, number = 11, pages = {3398--3419}, timestamp = {2008-04-22T13:55:53.000+0200}, title = {Discrete hedging of American-type options using local risk minimization}, url = {http://www.sciencedirect.com/science/article/B6VCY-4NMC88V-1/1/168bb139dc5e66c7cb2be82c584bbc11}, volume = 31, year = 2007 }