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On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions

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On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions. / Svenstrup, Mikkel.

2002.

Research output: Working paperResearch

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@techreport{68f13f9059c211dbb20b000ea68e967b,
title = "On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions",
author = "Mikkel Svenstrup",
year = "2002",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions

AU - Svenstrup, Mikkel

PY - 2002

Y1 - 2002

M3 - Working paper

BT - On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions

ER -