A numerical method for hedging Bermudan options under model uncertainty
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Publication:2152245
DOI10.1007/s11009-021-09901-6zbMath1489.91265OpenAlexW3217697993MaRDI QIDQ2152245
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Publication date: 7 July 2022
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-021-09901-6
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