![](/img/cover-not-exists.png)
Efficient Control Variates and Strategies for Bermudan Swaptions in a LIBOR Market Model
Jensen, Malene Shin, Svenstrup, MikkelVolume:
12
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2005.517183
Date:
January, 2005
File:
PDF, 255 KB
english, 2005