Research paper / RESOURCE PROFILE

Robust Hedging of American Options via Aggregated Snell Envelopes

Publication: Robust Hedging of American Options via Aggregated Snell Envelopes. Published Jun 17, 2025.

Research & Papers
arxiv.orgPublished Jun 17, 2025
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Overview

Publication: Robust Hedging of American Options via Aggregated Snell Envelopes. Published Jun 17, 2025.

Publication information

Publication title
Robust Hedging of American Options via Aggregated Snell Envelopes
Authors
Marco Rodrigues
Published
Jun 17, 2025
Last publication revision
Jun 17, 2025
Subject areas
q-fin.MF, math.OC, math.PR
Publication source
arxiv.org · abs/2506.14553v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2506.14553 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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