The price of the Bermudan option: A simple, explicit formula (Q6106259)
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scientific article; zbMATH DE number 7702558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price of the Bermudan option: A simple, explicit formula |
scientific article; zbMATH DE number 7702558 |
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The price of the Bermudan option: A simple, explicit formula (English)
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27 June 2023
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Bermudan option
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upper bound
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explicit formula
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generalized Black-Scholes PDE
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