Dual Valuation and Hedging of Bermudan Options (Q3580040)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dual Valuation and Hedging of Bermudan Options |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual Valuation and Hedging of Bermudan Options |
scientific article |
Statements
Dual Valuation and Hedging of Bermudan Options (English)
0 references
11 August 2010
0 references
optimal stopping
0 references
dual valuation
0 references
Bermudan option
0 references
hedging
0 references
