Pricing High-Dimensional Bermudan Options via Kernel-Based Dual Variance Minimization
Crossref DOI link: https://doi.org/10.1007/s10614-025-10933-0
Published Online: 2025-04-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Nan
Funding for this research was provided by:
Jilin University of Finance and Economics (08231121)
Text and Data Mining valid from 2025-04-11
Version of Record valid from 2025-04-11
Article History
Accepted: 21 March 2025
First Online: 11 April 2025
Declarations
:
: The author declares no Conflict of interest.