"Pricing Bermudan Options via Multilevel Approximation Methods."

Denis Belomestny, Fabian Dickmann, Tigran Nagapetyan (2015)

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DOI: 10.1137/130912426

access: closed

type: Journal Article

metadata version: 2019-10-19

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Denis Belomestny, Fabian Dickmann, Tigran Nagapetyan:
Pricing Bermudan Options via Multilevel Approximation Methods. SIAM J. Financial Math. 6(1): 448-466 (2015)

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