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Valuing Bermudan options when asset returns are Lvy 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: Quantitative Finance, Volume 4, Issue 1 February 2004 , pages 87 - 100

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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