A perturbative approach to Bermudan options pricing with applications (Q5746759): Difference between revisions
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Revision as of 23:11, 5 March 2024
scientific article; zbMATH DE number 6256473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A perturbative approach to Bermudan options pricing with applications |
scientific article; zbMATH DE number 6256473 |
Statements
A perturbative approach to Bermudan options pricing with applications (English)
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8 February 2014
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options pricing
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options applications
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multi-factor models
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bond yields
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