A Simplified Quadrature Approach for Computing Bermudan Option Prices
2016 ◽
Vol 16
(4)
◽
pp. 647-658
◽
2014 ◽
Vol 15
(11)
◽
pp. 1885-1900
◽
Keyword(s):
2001 ◽
Vol 4
(4)
◽
pp. 4-4
◽