Title |
Pricing Bermudan options using regression: optimal rates of convergence for lower estimates / Denis Belomestny. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
|---|---|
Involved |
Denis Belomestny (Verfasser) |
Published |
Berlin: WIAS |
Extent |
30 S. : graph. Darst. |
Language |
|
Country |
|
Topic |
|
Subject |
Optionspreistheorie |
Series |
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik ; No. 1492 |
Other editions |
Erscheint auch als Online-Ausgabe: Pricing Bermudan options using regression |
Further information |
Literaturangaben |
Record ID |
1002920310 |
Please note
The beta version does not yet contain all functions and information of the DNB portal catalogue. If you are missing information or want to order a medium, please visit the page in the DNB portal catalogue via the following link: