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

समान संसाधन

• A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options.
  द्वारा: Howison, S
  प्रकाशित: (2005)
• A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options.
  द्वारा: Howison, S, और अन्य
  प्रकाशित: (2005)
• Convergence Speed of Bermudan, Randomized Bermudan, and Canadian Options
  द्वारा: Guillaume Leduc
  प्रकाशित: (2025-01-01)
• Longstaff Schwartz Pricing of Bermudan Options and their Greeks
  द्वारा: Thom, H
  प्रकाशित: (2009)
• Applications of Malliavin calculus to the pricing and hedging of Bermudan options
  द्वारा: Newbury, J
  प्रकाशित: (2011)