2024-03-28T14:57:10Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7554090
2022-07-07T09:59:26Z
90
91
Imai, Junichi
2022
7554090
English
Springer US, New York, NY
https://zbmath.org/07554090
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Methodol. Comput. Appl. Probab. 24, No. 2, 893-916 (2022).
91G20; 91G60; 90C90
A numerical method for hedging Bermudan options under model uncertainty
j