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Dual Valuation and Hedging of Bermudan Options.
L. C. G. Rogers
Published in:
SIAM J. Financial Math. (2010)
Keyphrases
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option pricing
real option
payoff functions
life cycle
decision makers
pricing model
neural network
decision making
stock price
primal dual
genetic algorithm
expert systems
long term
databases
search strategies
financial markets
computer vision