Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"The early exercise region for Bermudan options on two underlyings."

Jeff Kay, Matt Davison, Henning Rasmussen (2009)

> Home

Details and statistics

DOI: 10.1016/J.MCM.2009.07.009

access: open

type: Journal Article

metadata version: 2021-05-07

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/mcm/KayDR09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcm/KayDR09
Jeff Kay, Matt Davison, Henning Rasmussen:
The early exercise region for Bermudan options on two underlyings. Math. Comput. Model. 50(9-10): 1448-1460 (2009)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.