On the suboptimality of single-factor exercise strategies for Bermudan swaptions
| Year of publication: |
2005
|
|---|---|
| Authors: | Svenstrup, Mikkel |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 78.2005, 3, p. 651-684
|