Numerical solution of an integral equation for perpetual Bermudan options

Ghada Alobaidi, Sattar Mansi, Roland Mallier. Numerical solution of an integral equation for perpetual Bermudan options. Int. J. Comput. Math., 91(5):1005-1011, 2014. [doi]

Authors

Ghada Alobaidi

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Sattar Mansi

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Roland Mallier

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