%0 Journal Article %1 feng13 %A Feng, Liming %A Lin, Xiong %D 2013 %I Society for Industrial & Applied Mathematics (SIAM) %J SIAM Journal on Financial Mathematics %K bermudan finance hilbert option %N 1 %P 474--493 %R 10.1137/120881063 %T Pricing Bermudan Options in Lévy Process Models %V 4

@article{feng13, added-at = {2015-09-17T10:50:33.000+0200}, author = {Feng, Liming and Lin, Xiong}, biburl = {https://www.bibsonomy.org/bibtex/24c343c339e5dd1fac6d68fb2d310af8c/ytyoun}, doi = {10.1137/120881063}, interhash = {1380efb75939d3a75773b1643b592970}, intrahash = {4c343c339e5dd1fac6d68fb2d310af8c}, journal = {{SIAM} Journal on Financial Mathematics}, keywords = {bermudan finance hilbert option}, month = jan, number = 1, pages = {474--493}, publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})}, timestamp = {2015-09-17T10:50:33.000+0200}, title = {Pricing Bermudan Options in L{\'{e}}vy Process Models}, volume = 4, year = 2013 }