Policy iteration for american options: overview
Author:
Publisher
Walter de Gruyter GmbH
Subject
Applied Mathematics,Statistics and Probability
Link
https://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329053/156939606779329053.pdf
Reference1 articles.
1. A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
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