A numerical method for hedging Bermudan options under model uncertainty (Q2152245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for hedging Bermudan options under model uncertainty |
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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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