About this Economics, Econometrics and Finance article
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model by Karlsson, Patrik; Jain, Shashi; Oosterlee, Cornelis W. is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Karlsson, Patrik; Jain, Shashi; Oosterlee, Cornelis W.
- Publisher
- World Scientific ; Singapore: World Scientific, 2015-; World Scientific Pub Co Pte Lt (ISSN 2424-7863)
- Published
- 2016
- Field
- Economics, Econometrics and Finance (Social Sciences)