Dual Valuation and Hedging of Bermudan Options (Q3580040)
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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)
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11 August 2010
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optimal stopping
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dual valuation
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Bermudan option
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hedging
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