| 000 | 00553nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aHuge, Brain Norsk and Rom Poulsen, Niels | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aAlgorithm for simulating bermudan option prices on simulated asset prices | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 14 _cIssue. 4 _a64 - 85 |
||
| 366 | _b2007 | ||
| 366 | _bSummer | ||
| 650 | _aDerivatives | ||
| 653 | _aAssect prices;Option prices;Mortgage backed bond;Monte carlo; | ||
| 942 | _cJA | ||
| 999 |
_c46187 _d46187 |
||