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Valuing Bermudan options when asset returns are Leacutevy 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
Published in: journal Quantitative Finance, Volume 4, Issue 1 February 2004 , pages 87 - 100
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions

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