A Series Solution for Bermudan Options (Q3375370)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Series Solution for Bermudan Options |
scientific article |
Statements
A Series Solution for Bermudan Options (English)
0 references
8 March 2006
0 references
Bermudan options
0 references
repeated integrals of the error function
0 references
backward induction
0 references
series solution
0 references
multi-asset options
0 references
