"Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options."

Ankush Agarwal, Sandeep Juneja (2015)

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DOI: 10.1142/S0219198915400022

access: closed

type: Journal Article

metadata version: 2022-04-29

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Ankush Agarwal, Sandeep Juneja:
Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options. IGTR 17(1): 1540002:1-1540002:31 (2015)

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