scientific article

zbMATH Open1249.91131MaRDI QIDQ2886012

Zhikuo du, Dixin Zhang

Publication date: 1 June 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hull-White modelBermudan swaptionleast square Monte Carlo approach

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

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