The LIBOR Market Model in Practice (Gatarek/The LIBOR) || Optimal Stopping and Pricing of Bermudan Options
Gatarek, Dariusz, Bachert, Przemyslaw, Maksymiuk, RobertVolume:
10.1002/97
Year:
2007
DOI:
10.1002/9781118673348.ch12
File:
PDF, 96 KB
2007