@article{d7f5155ee5de4ab581da0cb1784b2b45,
title = "Optimal exercise frontier of Bermudan options by simulation methods",
abstract = "本文提出并计算出基于模拟方法的百慕大期权的最佳沿线",
keywords = "simulation, option, pricing, Heston model, American put option, simulation, option, pricing, Heston model, American put option",
author = "Dejun Xie",
year = "2022",
month = dec,
day = "5",
language = "English",
volume = "9",
journal = "international journal of financial engineering",
issn = "2424-7944",
publisher = "World Scientific Publishing Co.",
number = "3",
}