Valuation of multidimensional Bermudan options

Shih Feng Huang, Meihui Guo

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

4 Scopus citations

Fingerprint

Dive into the research topics of 'Valuation of multidimensional Bermudan options'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance