A numerical method for hedging Bermudan options under model uncertainty (Q2152245)
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scientific article; zbMATH DE number 7554090
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| English | A numerical method for hedging Bermudan options under model uncertainty |
scientific article; zbMATH DE number 7554090 |
Statements
A numerical method for hedging Bermudan options under model uncertainty (English)
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7 July 2022
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derivatives hedging
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model uncertainty
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financial modeling
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approximate dynamic programming
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0.7549466490745544
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0.7418621778488159
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0.7412003874778748
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0.7335875034332275
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0.7283322215080261
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