Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result (Q3611814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result |
scientific article |
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Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result (English)
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3 March 2009
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American and Bermudan options
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continuity corrections
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exercise regions
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Wiener-Hopf factorization
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