Numerical solution of an integral equation for perpetual Bermudan options (Q2921908)
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scientific article; zbMATH DE number 6355123
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| default for all languages | No label defined |
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| English | Numerical solution of an integral equation for perpetual Bermudan options |
scientific article; zbMATH DE number 6355123 |
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Numerical solution of an integral equation for perpetual Bermudan options (English)
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14 October 2014
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Bermudan options
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integral equations
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Green's functions
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Wiener-Hopf problems
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0.8255653381347656
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0.804060697555542
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0.7887876033782959
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0.7702276110649109
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0.7544906139373779
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