A backward dual representation for the quantile hedging of Bermudan options (Q2808185)
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: A backward dual representation for the quantile hedging of Bermudan options |
scientific article; zbMATH DE number 6583485
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A backward dual representation for the quantile hedging of Bermudan options |
scientific article; zbMATH DE number 6583485 |
Statements
20 May 2016
0 references
stochastic target problems
0 references
quantile hedging
0 references
Bermudan options
0 references
0 references
A backward dual representation for the quantile hedging of Bermudan options (English)
0 references
0.8239628076553345
0 references
0.7891316413879395
0 references
0.7771967649459839
0 references
0.7737175822257996
0 references
0.7663545608520508
0 references
