@article{K�llezi2004,
	title = {Valuing Bermudan options when asset returns are L{\'E}vy processes},
	author = {Evis K{\"E}llezi and Nick Webber},
	journal = {Quantitative Finance},
	number = {1},
	pages = {87--100},
	publisher = {Routledge},
	url = {http://www.informaworld.com/10.1088/1469-7688/4/1/008},
	volume = {4},
	year = {2004},
	biburl = {http://www.bibsonomy.org/bibtex/2de23154516ab0dc548b664448fb294b0/smicha},
	issn = {1469-7688},
	keywords = {imported }
}