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| Chapter title |
Pricing Bermudan Options via Consumption Processes
|
|---|---|
| Chapter number | 13 |
| Book title |
Advanced Simulation-Based Methods for Optimal Stopping and Control
|
| Published by |
Palgrave Macmillan, London, January 2018
|
| DOI | 10.1057/978-1-137-03351-2_13 |
| Book ISBNs |
978-1-137-03350-5, 978-1-137-03351-2
|
| Authors |
Denis Belomestny, John Schoenmakers |