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Q4688988 - MaRDI portal

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scientific article; zbMATH DE number 6961815
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scientific article; zbMATH DE number 6961815

    Statements

    author
    Bin Song
    0 references
    Siyan Wang
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    publication date
    22 October 2018
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    zbMATH Keywords
    Libor market model
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    Bermudan swaption
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    least-squared Monte Carlo
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    European swaption
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    Identifiers

    zbMATH DE Number
    6961815
    0 references
     
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