Enhancing the accuracy of pricing American and Bermudan options

Journal of Derivatives

Volumn 12, Issue 4, 2005, Pages 34-44

  Duck, Peter W ^a   Newton, David P ^b   Widdicks, Martin ^c   Leung, Yan ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846529242     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2005.517184     Document Type: Article

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