A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options
Howison, SamVolume:
14
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860600858410
Date:
February, 2007
File:
PDF, 463 KB
english, 2007