Pricing Bermudan Options in Lévy Process Models.

Liming Feng Xiong Lin

Published in: SIAM J. Financial Math. (2013)

Keyphrases

process model
option pricing
black scholes model
process mining
business processes
petri net
event logs
business process
software process
business process models
design patterns
stock price
code generator
artificial intelligence
reference models
control flow
real world
machine learning