A Comparison Principle for PDEs Arising in Approximate Hedging Problems: Application to Bermudan Options
Crossref DOI link: https://doi.org/10.1007/s00245-017-9413-5
Published Online: 2017-04-10
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bouveret, GĂ©raldine
Chassagneux, Jean-François
Text and Data Mining valid from 2017-04-10