@article{optimalhedgingofaperpetualamericanput, title = {Optimal hedging of a perpetual American put with a single trade}, author = {Cheng Cai and Tiziano De Angelis and Jan Palczewski}, year = {2020}, eprint = {2003.06249}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2003.06249v2}, }