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Pricing Bermudan options using low-discrepancy mesh methods.

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Bibliographic Details
Title: Pricing Bermudan options using low-discrepancy mesh methods.
Authors: BOYLE, PHELIM P.1 (AUTHOR), KOLKIEWICZ, ADAM W.2 (AUTHOR), TAN, KEN SENG2 (AUTHOR) kstan@uwaterloo.ca
Source: Quantitative Finance. Jun2013, Vol. 13 Issue 6, p841-860. 20p. 1 Diagram, 6 Charts, 6 Graphs.
Database: Mathematics Source
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ISSN:14697688
DOI:10.1080/14697688.2013.776699