Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options

Nan Zhang, Ka Lok Man

Open source

DOI
10.1007/978-3-642-35606-3_54
Published
2012
Container
Lecture Notes in Computer Science
Publisher
Springer Berlin Heidelberg
Open access
unknown

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BibTeX

@article{allodium:10.1007/978-3-642-35606-3_54,
  title = {Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options},
  author = {Nan Zhang and Ka Lok Man},
  year = {2012},
  journal = {Lecture Notes in Computer Science},
  doi = {10.1007/978-3-642-35606-3_54},
  url = {https://doi.org/10.1007/978-3-642-35606-3_54}
}

RIS

TY  - JOUR
TI  - Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options
AU  - Nan Zhang
AU  - Ka Lok Man
PY  - 2012
JO  - Lecture Notes in Computer Science
DO  - 10.1007/978-3-642-35606-3_54
UR  - https://doi.org/10.1007/978-3-642-35606-3_54
ER  - 

APA

Zhang, N., & Man, K. L. (2012). Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options. Lecture Notes in Computer Science. https://doi.org/10.1007/978-3-642-35606-3_54

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