✦ LIBER ✦

An efficient algorithm for Bermudan barrier option pricing

✍ Scribed by Deng Ding; Ning-ying Huang; Jing-ya Zhao

Book ID: 113089966
Publisher: SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year: 2012
Tongue: English
Weight: 191 KB
Volume: 27
Category: Article
ISSN: 1005-1031
DOI: 10.1007/s11766-012-2516-5

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