A Simplified Quadrature Approach for Computing Bermudan Option Prices

2016 ◽  
Vol 16 (4) ◽  
pp. 647-658 ◽  
Author(s):  
Jean-Guy Simonato
2007 ◽  
Vol 14 (4) ◽  
pp. 64-86
Author(s):  
Brian Norsk Huge ◽  
Niels Rom–Poulsen

2007 ◽  
Author(s):  
In Joon Kim ◽  
Geun Hyuk Chang ◽  
Suk-Joon Byun

2011 ◽  
Author(s):  
Edward J. Podolski ◽  
Cameron Truong ◽  
Madhu Veeraraghavan
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