The Optimal Method for Pricing Bermudan Options by Simulation

  • Alfredo Ibanez, Carlos Velasco
  • SSRN Electronic Journal, Social Science Electronic Publishing
  • DOI: 10.2139/ssrn.1507994

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http://dx.doi.org/10.2139/ssrn.1507994

The following have contributed to this page: Professor Carlos Velasco