![](/img/cover-not-exists.png)
A Backward Dual Representation for the Quantile Hedging of Bermudan Options
Bouchard, Bruno, Bouveret, Géraldine, Chassagneux, Jean-FrançoisVolume:
7
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/15m1029461
Date:
January, 2016
File:
PDF, 596 KB
english, 2016