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~isPartOf:"International journal of financial engineering"
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International journal of financial engineering
MPRA Paper
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Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
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Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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