Pricing Bermudan options under local Lévy models with...

Pricing Bermudan options under local Lévy models with default

Borovykh, A., Pascucci, A., Oosterlee, C.W.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
450
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2017.01.071
Date:
June, 2017
File:
PDF, 474 KB
english, 2017
Conversion to is in progress
Conversion to is failed