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"Upper Bounds for Bermudan Style Derivatives."

Anastasia Kolodko, John Schoenmakers (2004)

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DOI: 10.1515/MCMA.2004.10.3-4.331

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/KolodkoS04
Anastasia Kolodko, John Schoenmakers:
Upper Bounds for Bermudan Style Derivatives. Monte Carlo Methods Appl. 10(3-4): 331-343 (2004)

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