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; zbMATH DE number 5769052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dual valuation and hedging of Bermudan options |
scientific article; zbMATH DE number 5769052 |
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
0.8239628076553345
0 references
0.8138443231582642
0 references
0.8002562522888184
0 references
0.7936987280845642
0 references
0.787411093711853
0 references
