Sensitivities for Bermudan options by regression methods
- 作者Denis Belomestny; G. N. Milstein; John Schoenmakers
- 卷第33卷
- 期第2期
- 印刷ISSN1593-8883
- 电子ISSN1129-6569
- 文件大小310.58KB
- 发表时间2010-11
- DOI10.1007/s10203-009-0101-z
- 页码117-138
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