Numerical solution of an integral equation for perpetual Bermudan options (Q2921908): Difference between revisions

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+https://doi.org/10.1080/00207160.2013.817569
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+W1995793258
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Collocation Methods for Volterra Integral and Related Functional Differential Equations
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@@ Property / cites work @@
+The early exercise region for Bermudan options on two underlyings
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+Pricing of perpetual American and Bermudan options by binomial tree method
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+Q4359470
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@@ Property / cites work @@
+An explicit finite difference approach to the pricing problems of perpetual Bermudan options
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+Publication:2921908