Title of article
On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Author/Authors
Mikkel Svenstrup، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
34
From page
651
To page
684
Keywords
Least square Monte Carlo , Model risk , Bermudan swaption , American option , Modelcalibration
Journal title
Journal of Financial Economics
Serial Year
2005
Journal title
Journal of Financial Economics
Record number
257795
Link To Document