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Valuation of Multidimensional Bermudan Options - MaRDI portal

Valuation of Multidimensional Bermudan Options (Q3542263)

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Valuation of Multidimensional Bermudan Options
scientific article

    Statements

    title
    Valuation of Multidimensional Bermudan Options (English)
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    author
    Shifeng Huang
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    Mei-Hui Guo
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    publication date
    1 December 2008
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    Identifiers

    zbMATH DE Number
    5375150
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    OpenAlex ID
    W173031688
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