"Pricing Bermudan Options in Lévy Process Models."

Liming Feng, Xiong Lin (2013)

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DOI: 10.1137/120881063

access: closed

type: Journal Article

metadata version: 2017-05-17

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Liming Feng, Xiong Lin:
Pricing Bermudan Options in Lévy Process Models. SIAM J. Financial Math. 4(1): 474-493 (2013)

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