Pricing Bermudan Options in Lévy Process Models

@article{Feng2013PricingBO,
  title={Pricing Bermudan Options in L{\'e}vy Process Models},
  author={Liming Feng and Xiong Lin},
  journal={SIAM J. Financial Math.},
  year={2013},
  volume={4},
  pages={474-493}
}

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