The early exercise region for Bermudan options on two underlyings (Q970053)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The early exercise region for Bermudan options on two underlyings |
scientific article |
Statements
The early exercise region for Bermudan options on two underlyings (English)
0 references
8 May 2010
0 references
financial options
0 references
mathematical finance
0 references
bermudan options
0 references
optimal exercise regions
0 references
0 references