A Backward Dual Representation for the Quantile Hedging of Bermudan Options
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Bouchard, Bruno; Bouveret, Géraldine; Chassagneux, Jean-François
- 卷第7卷
- 期第1期
- 电子ISSN1945-497X
- 文件大小596.30KB
- 发表时间2016-01
- DOI10.1137/15m1029461
- 页码215-235
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