Valuing Bermudan options when asset returns are L
vy processes
Authors:
Evis Këllezi a;
Nick Webber b
| Affiliations: | a University of Geneva, Switzerland |
| b University of Warwick, Warwick Business School, Coventry, UK |
DOI:
10.1088/1469-7688/4/1/008
Publication Frequency:
8 issues per year
Formats available:
PDF
(English)
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