Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453)
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scientific article; zbMATH DE number 6450931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Bermudan Options via Multilevel Approximation Methods |
scientific article; zbMATH DE number 6450931 |
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Pricing Bermudan Options via Multilevel Approximation Methods (English)
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26 June 2015
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Bermudan options
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multilevel Monte Carlo
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mesh method
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global regression
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complexity analysis
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