Valuing Bermudan options when asset returns are Lévy processes (Q4647599)
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scientific article; zbMATH DE number 7002105
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing Bermudan options when asset returns are Lévy processes |
scientific article; zbMATH DE number 7002105 |
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Valuing Bermudan options when asset returns are Lévy processes (English)
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15 January 2019
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Bermudan options
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asset returns
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Lévy processes
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0.8238911628723145
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0.7968578934669495
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0.7898648381233215
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0.787577211856842
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0.7867723107337952
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