Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates. Belomestny, D. Finance Stoch., 15(4):655–683, 2011.
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates [link]Paper  doi  bibtex   
@article {MR2863638,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Pricing {B}ermudan options by nonparametric regression:
              optimal rates of convergence for lower estimates},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {15},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {655--683},
      ISSN = {0949-2984},
   MRCLASS = {91B25 (60G40 62G08 65C05 91G20 91G60)},
  MRNUMBER = {2863638},
MRREVIEWER = {Paolo Pellizzari},
       DOI = {10.1007/s00780-010-0132-x},
       URL = {https://doi.org/10.1007/s00780-010-0132-x},
}

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