A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options

A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options

Show other versions (1)

Bibliographic Details
Main Author:	Howison, S
Format:	Journal article
Published:	2007