About this scholarly article

2013 Winter Simulations Conference (WSC) - True martingales for upper bounds on Bermudan option prices under jump-diffusion processes by Zhu, Helin; Zhou, Fan Ye Enlu is a scholarly article available to read on EtoBox.

Author

Zhu, Helin; Zhou, Fan Ye Enlu

Publisher

IEEE

Published

2013

Language

EN