BibTeX record journals/siamfm/BouchardBC16

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@article{DBLP:journals/siamfm/BouchardBC16,
  author       = {Bruno Bouchard and
                  G{\'{e}}raldine Bouveret and
                  Jean{-}Fran{\c{c}}ois Chassagneux},
  title        = {A Backward Dual Representation for the Quantile Hedging of Bermudan
                  Options},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {7},
  number       = {1},
  pages        = {215--235},
  year         = {2016},
  url          = {https://doi.org/10.1137/15M1029461},
  doi          = {10.1137/15M1029461},
  timestamp    = {Wed, 17 May 2017 14:25:53 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/BouchardBC16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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