Belomestny, Denis; Milstein, Grigori; Schoenmakers, John - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
of the developed methods.
Keywords: American and Bermudan options, Optimal stopping times, Monte Carlo sim-
ulation … pricing
American and Bermudan options by local analysis of financial market. WIAS-
Preprint No. 1022, Berlin.
[5] D …. Belomestny, G.N. Milstein, V. Spokoiny (2006). Regression methods in pricing
American and Bermudan options using consumption …