The early exercise region for Bermudan options on two underlyings (Q970053)
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scientific article; zbMATH DE number 5705815
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The early exercise region for Bermudan options on two underlyings |
scientific article; zbMATH DE number 5705815 |
Statements
The early exercise region for Bermudan options on two underlyings (English)
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8 May 2010
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financial options
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mathematical finance
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bermudan options
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optimal exercise regions
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0.7554329633712769
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0.7441233396530151
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0.7276813387870789
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0.7262592911720276
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0.7249575853347778
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