Pricing Bermudan Options via Consumption Processes
Crossref DOI link: https://doi.org/10.1057/978-1-137-03351-2_13
Published Online: 2018-02-01
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belomestny, Denis
Schoenmakers, John
License valid from 2018-01-01