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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/fs/KolodkoS06>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Anastasia_Kolodko>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/John_Schoenmakers>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2Fs00780-005-0168-5>
foaf:homepage <https://doi.org/10.1007/s00780-005-0168-5>
dc:identifier DBLP journals/fs/KolodkoS06 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2Fs00780-005-0168-5 (xsd:string)
dcterms:issued 2006 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/fs>
rdfs:label Iterative construction of the optimal Bermudan stopping time. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Anastasia_Kolodko>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/John_Schoenmakers>
swrc:number 1 (xsd:string)
swrc:pages 27-49 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/fs/KolodkoS06/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/fs/KolodkoS06>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/fs/fs10.html#KolodkoS06>
rdfs:seeAlso <https://doi.org/10.1007/s00780-005-0168-5>
dc:subject Bermudan options; optimal stopping; Monte Carlo simulation; LIBOR market model (xsd:string)
dc:title Iterative construction of the optimal Bermudan stopping time. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 10 (xsd:string)