Upper Bounds for Bermudan Style Derivatives (Q4655057)

From MaRDI portal
Revision as of 01:05, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 2143466
Language Label Description Also known as
English
Upper Bounds for Bermudan Style Derivatives
scientific article; zbMATH DE number 2143466

    Statements

    title
    Upper Bounds for Bermudan Style Derivatives (English)
    0 references
    publication date
    10 March 2005
    0 references
    zbMATH Keywords
    Bermudan options
    0 references
    Monte Carlo
    0 references
    duality approach
    0 references
    LIBOR models
    0 references

    Identifiers

    zbMATH DE Number
    2143466
    0 references
    OpenAlex ID
    W2041044563
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4655057&oldid=32721249"
    Powered by MediaWiki