Pricing Bermudan Options via Multilevel Approximation Methods
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| Veröffentlicht in: | SIAM journal on financial mathematics 2015-01, Vol.6 (1), p.448-466 |
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| Sprache: | eng |
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| container_end_page | 466 |
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| container_issue | 1 |
| container_start_page | 448 |
| container_title | SIAM journal on financial mathematics |
| container_volume | 6 |
| creator | Belomestny, Denis Dickmann, Fabian Nagapetyan, Tigran |
| description | |
| doi_str_mv | 10.1137/130912426 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 1945-497X |
| ispartof | SIAM journal on financial mathematics, 2015-01, Vol.6 (1), p.448-466 |
| issn | 1945-497X 1945-497X |
| language | eng |
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| source | SIAM Journals Online |
| title | Pricing Bermudan Options via Multilevel Approximation Methods |
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