A series solution for Bermudan options
Year of publication: |
2005
|
---|---|
Authors: | Evers, Ingmar |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 4, p. 337-349
|
Subject: | Optionspreistheorie | Option pricing theory |
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