A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Applied Mathematical Finance
سال: 2007
ISSN: 1350-486X,1466-4313
DOI: 10.1080/13504860600858071