Efficient Control Variates and Strategies for Bermudan Swaptions in a LIBOR Market Model

By M. S. Jensen, M. Svenstrup. 2005

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0ed1446d3f7190c514399aaa0555ba61ce6e06c9