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Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions

Crossref DOI link: https://doi.org/10.1007/s10203-023-00401-5

Published Online: 2023-05-25

Published Print: 2023-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Palapies, Lars https://orcid.org/0000-0002-4165-1905
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Text and Data Mining valid from 2023-05-25

Version of Record valid from 2023-05-25
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Article History

Received: 12 November 2021

Accepted: 11 May 2023

First Online: 25 May 2023

Declarations

:

: The authors declare that they have no conflict of interest.