Chung, San-Lin; Shackleton, Mark B. - In: Journal of Business Finance & Accounting 34 (2007-06) 5-6, pp. 976-1001
This paper describes four separate option types as special cases of Bermudans with general inter-exercise and time to final maturity. This produces a surface with European, finite American, infinite Bermudan and infinite American options as special cases. This allows <link rid="b13">Geske-Johnson (1984)</link>...
