Pricing Bermudan options using regression : optimal rates of convergence for lower estimates
Denis Belomestny
| Year of publication: |
2009
|
|---|---|
| Authors: | Belomestny, Denis |
| Publisher: |
Berlin : SFB 649, Economic Risk |
freely available
| Extent: | 17 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2009,023 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004943642