Method of Lines for Valuation and Sensitivities of Bermudan Options
Crossref DOI link: https://doi.org/10.1007/s10614-022-10339-2
Published Online: 2022-11-17
Published Print: 2024-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Banerjee, Purba
Murthy, Vasudeva
Jain, Shashi http://orcid.org/0000-0002-2467-9332
Text and Data Mining valid from 2022-11-17
Version of Record valid from 2022-11-17
Article History
Accepted: 15 October 2022
First Online: 17 November 2022
Declarations
:
: All authors declare that they have no conflict of interest.